MILFM: Multiple index latent factor model based on high-dimensional features

DOI10.1111/BIOM.12866MaRDI QIDQ3119922zbMATH OpenOpenAlexWikidataFDO

Authors Hojin Yang, Joseph G. Ibrahim, Hongtu Zhu

Publication date 13 March 2019

Published in Biometrics (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc6158073

zbMATH Keywords

dimension reductionindependent screeninglatent factor modelmultiple-index latent factor modeling (MILFM)predictionregularized empirical risk

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(4)

• Diagnostic measures for kernel ridge regression on reproducing kernel Hilbert space
• Spike-and-slab type variable selection in the Cox proportional hazards model for high-dimensional features
• Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space
• Feature screening filter for high dimensional survival data in the reproducing kernel Hilbert space

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