Laplace error penalty-based variable selection in high dimension
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Cites work
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Adaptive Model Selection
- Bayesian adaptive Lasso
- Coordinate descent algorithms for lasso penalized regression
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Forward regression for ultra-high dimensional variable screening
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Likelihood-based selection and sharp parameter estimation
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Smoothly clipped absolute deviation on high dimensions
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- The Adaptive Lasso and Its Oracle Properties
- The risk inflation criterion for multiple regression
- Tournament screening cum EBIC for feature selection with high-dimensional feature spaces
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(16)- Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models
- Variable selection and parameter estimation with the Atan regularization method
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Subset selection in network-linked data
- scientific article; zbMATH DE number 7108807 (Why is no real title available?)
- High-dimensional variable selection with reciprocal \(L_{1}\)-regularization
- Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
- Overview of robust variable selection methods for high-dimensional linear regression model
- A new variable selection and estimation algorithm for the high-dimensional quantile single-index model
- Robust variable selection via the weighted elastic-net multi-step screening procedure
- Robust variable selection for additive coefficient models
- The adaptive robust and efficient variable selection method for the linear regression model
- Group exponential penalized estimation in high-dimensional multivariate linear regression
- Robust variable selection procedure with range constraints on the coefficient
- Erratum to: ``Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
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