Penalized linear regression with high-dimensional pairwise screening

MaRDI QIDQ4986376zbMATH OpenFDO

Authors Siliang Gong, Kai Zhang, Yufeng Liu

Publication date 27 April 2021

Full work available at URL https://arxiv.org/abs/1902.03308

zbMATH Keywords

pairwise screeningpenalized regressionsure independence screeningvariable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic distribution theory in statistics (62E20) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• Averaged gene expressions for regression
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Incorporating Predictor Network in Penalized Regression with Application to Microarray Data
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
• Model Selection and Estimation in Regression with Grouped Variables
• Phase transition in limiting distributions of coherence of high-dimensional random matrices
• Regularization and Variable Selection Via the Elastic Net
• Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
• Sparse regression with exact clustering
• Spherical Cap Packing Asymptotics and Rank-Extreme Detection
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The elements of statistical learning. Data mining, inference, and prediction
• Two moments suffice for Poisson approximations: The Chen-Stein method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(3)

• Variable screening for high dimensional time series
• Cluster feature selection in high-dimensional linear models
• Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression

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