Efficient feature screening for ultrahigh-dimensional varying coefficient models
From MaRDI portal
(Redirected from Publication:1748658)
Recommendations
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Feature screening in ultrahigh-dimensional generalized varying-coefficient models
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
- Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
Cited in
(11)- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Network-based feature screening with applications to genome data
- Feature screening in ultrahigh-dimensional generalized varying-coefficient models
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
- Conditional feature screening for mean and variance functions in models with multiple-index structure
- Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Unified mean-variance feature screening for ultrahigh-dimensional regression
- Local estimation of sure explained variability independence screening and its application for ultrahigh-dimensional data
- Sequential feature screening for generalized linear models with sparse ultra-high dimensional data
This page was built for publication: Efficient feature screening for ultrahigh-dimensional varying coefficient models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1748658)