The use of random-effect models for high-dimensional variable selection problems
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Publication:1659014
DOI10.1016/J.CSDA.2016.05.016zbMATH Open1466.62123OpenAlexW2418020574MaRDI QIDQ1659014FDOQ1659014
Authors: Sunghoon Kwon, Seungyoung Oh, Youngjo Lee 
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2016.05.016
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variable selectiongeneralized linear modelrandom effecthigh-dimensionhierarchical likelihoodunbounded penalty
Cites Work
- Sure independence screening in generalized linear models with NP-dimensionality
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Least angle regression. (With discussion)
- Pathwise coordinate optimization
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sparse canonical covariance analysis for high-throughput data
- Title not available (Why is that?)
- One-step sparse estimates in nonconcave penalized likelihood models
- The Concave-Convex Procedure
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Sparsity and Smoothness Via the Fused Lasso
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- Variable selection using MM algorithms
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- L 1-Regularization Path Algorithm for Generalized Linear Models
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- Generalized Linear Models with Random Effects
- Nonconcave penalized likelihood with a diverging number of parameters.
- Likelihood-based selection and sharp parameter estimation
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- On the adaptive elastic net with a diverging number of parameters
- A note on the Lasso and related procedures in model selection
- Smoothly clipped absolute deviation on high dimensions
- Classification of gene microarrays by penalized logistic regression
- A general theory of concave regularization for high-dimensional sparse estimation problems
- Grouping pursuit through a regularization solution surface
- Data Analysis Using Stein's Estimator and its Generalizations
- Decoding the h-likelihood
- Double Hierarchical Generalized Linear Models (With Discussion)
- Are a set of microarrays independent of each other?
- Large sample properties of the SCAD-penalized maximum likelihood estimation on high dimen\-sions
- Variable inclusion and shrinkage algorithms
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models
Cited In (13)
- A penalized h-likelihood variable selection algorithm for generalized linear regression models with random effects
- Penalized variable selection in copula survival models for clustered time-to-event data
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- Covariance components selection in high-dimensional growth curve model with random coefficients
- A new sparse variable selection via random-effect model
- A random-effect model approach for group variable selection
- Penalized h‐likelihood approach for variable selection in AFT random‐effect models
- Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data
- Multivariate variable selection by means of null-beamforming
- Sparse pathway-based prediction models for high-throughput molecular data
- Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
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