Fast feature selection via streamwise procedure for massive data
From MaRDI portal
Publication:2077451
DOI10.1214/21-BJPS516OpenAlexW4210933239MaRDI QIDQ2077451
Zhen Pang, Jun Zhang, Bingqing Lin, Cuiqing Chen
Publication date: 21 February 2022
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-bjps516
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- The Adaptive Lasso and Its Oracle Properties
- Online rules for control of false discovery rate and false discovery exceedance
- Pathwise coordinate optimization
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- α-Investing: a Procedure for Sequential Control of Expected False Discoveries
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Cluster feature selection in high-dimensional linear models
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- High Dimensional Variable Selection via Tilting
- Variance Inflation Factor and Condition Number in multiple linear regression
- VIF Regression: A Fast Regression Algorithm for Large Data
- Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems