MEBoost: variable selection in the presence of measurement error
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Cites work
- Boosting as a regularized path to a maximum margin classifier
- CoCoLasso for high-dimensional error-in-variables regression
- Corrected score function for errors-in-variables models: Methodology and application to generalized linear models
- Covariate measurement error in logistic regression
- Design and estimation for evaluating principal surrogate markers in vaccine trials
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- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- scientific article; zbMATH DE number 52749 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Measurement error in Lasso: impact and likelihood bias correction
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- Variable selection in measurement error models
Cited in
(6)- A Note on Cross-Validation for Lasso Under Measurement Errors
- Variable selection via penalized ridge regression with error-prone variables
- Feature screening for high-dimensional data with measurement errors using adjusted martingale difference correlation
- Variable Selection and Estimation for Misclassified Binary Responses and Multivariate Error-Prone Predictors
- Low-rank matrix estimation via nonconvex spectral regularized methods in errors-in-variables matrix regression
- Semiparametric Estimation for Error-Prone Partially Linear Single-Index Models
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