Performance Assessment of High-dimensional Variable Identification

DOI10.5705/SS.202019.0210MaRDI QIDQ5066768zbMATH OpenOpenAlexFDO

Authors Yanjia Yu, Yi Yang, Yuhong Yang

Publication date 30 March 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202019.0210

zbMATH Keywords

gene expressionmodel averagingreproducibility\(F\)-measure\(G\)-measurevariable selection performance

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 1321826 (Why is no real title available?)
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• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Adaptive Regression by Mixing
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• Bagging predictors
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• Combining Linear Regression Models
• Consistency of cross validation for comparing regression procedures
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Estimating the dimension of a model
• Generalized fiducial inference for ultrahigh-dimensional regression
• Heuristics of instability and stabilization in model selection
• High-Dimensional Adaptive Minimax Sparse Estimation With Interactions
• High-dimensional graphs and variable selection with the Lasso
• Information Theory and Mixing Least-Squares Regressions
• Model Selection: An Integral Part of Inference
• Model combining in factorial data analysis
• Nearly unbiased variable selection under minimax concave penalty
• Sparsity oriented importance learning for high-dimensional linear regression
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(4)

• Consistency of BIC model averaging
• Information criteria for model selection
• Penalized regression with multiple loss functions and variable selection by voting
• MoST: model specification test by variable selection stability

Describes a project that uses

Uses Software

• Kernlab
• glmnet

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