hgam

swMATH11201MaRDI QIDQ23148FDOQ23148

Author name not available (Why is that?)

Official website: https://cran.r-project.org/package=hgam

Source code repository: https://github.com/cran/hgam

Described by source

• High-dimensional additive modeling

Cited In (81)

• Tuning parameters in random forests
• Lag selection in stochastic additive models
• Metamodel construction for sensitivity analysis
• Semiparametric model average prediction in panel data analysis
• A unified penalized method for sparse additive quantile models: an RKHS approach
• Nonparametric Statistics and High/Infinite Dimensional Data
• Rejoinder
• Title not available (Why is that?)
• Buckley-James boosting for survival analysis with high-dimensional biomarker data
• Spike-and-slab priors for function selection in structured additive regression models
• A selective overview of feature screening for ultrahigh-dimensional data
• Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
• Partially linear structure selection in Cox models with varying coefficients
• Learning rates for the risk of kernel-based quantile regression estimators in additive models
• Functional additive regression
• Fast learning rate of non-sparse multiple kernel learning and optimal regularization strategies
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model
• Variable selection in a partially linear proportional hazards model with a diverging dimensionality
• Weakly decomposable regularization penalties and structured sparsity
• Learning non-parametric basis independent models from point queries via low-rank methods
• Consistency of sparse PCA in high dimension, low sample size contexts
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
• Identification of partially linear structure in additive models with an application to gene expression prediction from sequences
• Nonparametric independence screening via favored smoothing bandwidth
• Minimax-optimal nonparametric regression in high dimensions
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components
• High dimensional single index models
• Testing for additivity in non-parametric regression
• SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
• Estimation by polynomial splines with variable selection in additive Cox models
• Variable selection for high-dimensional generalized varying-coefficient models
• Bayesian quantile regression for partially linear additive models
• Transductive versions of the Lasso and the Dantzig selector
• Statistical inference in compound functional models
• Component selection in the additive regression model
• Standardization and the group lasso penalty
• Generalization of constraints for high dimensional regression problems
• PAC-Bayesian estimation and prediction in sparse additive models
• Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
• Regularized estimation for the least absolute relative error models with a diverging number of covariates
• Estimation of a sparse group of sparse vectors
• Consistency of support vector machines using additive kernels for additive models
• AdaptFitOS
• Bayesian nonlinear model selection for gene regulatory networks
• pacbpred
• COBRA
• npfda
• SpicyMKL
• spinyReg
• On the uniform convergence of empirical norms and inner products, with application to causal inference
• COBRA: a combined regression strategy
• On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
• LassoBacktracking
• R2BayesX
• hypergsplines
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
• Fixed and random effects selection in nonparametric additive mixed models
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• An introduction to recent advances in high/infinite dimensional statistics
• Model structure selection in single-index-coefficient regression models
• CAM: causal additive models, high-dimensional order search and penalized regression
• High-dimensional Bayesian inference in nonparametric additive models
• Correlated variables in regression: clustering and sparse estimation
• Asymptotics for penalised splines in generalised additive models
• Dimension reduction and variable selection in case control studies via regularized likelihood optimization
• Accurate and robust tests for indirect inference
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
• Fast learning rate of multiple kernel learning: trade-off between sparsity and smoothness
• Minimax-optimal rates for sparse additive models over kernel classes via convex programming
• Semi-varying coefficient models with a diverging number of components
• Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
• Simultaneous confidence bands for sequential autoregressive fitting
• Sparsity in multiple kernel learning
• Penalized likelihood and Bayesian function selection in regression models
• A selective review of group selection in high-dimensional models
• Additive model selection
• On the \(L_p\) norms of kernel regression estimators for incomplete data with applications to classification
• Oracle inequalities and optimal inference under group sparsity
• Automatic model selection for partially linear models
• Variable selection in nonparametric additive models

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