Fast feature selection via streamwise procedure for massive data

DOI10.1214/21-BJPS516MaRDI QIDQ2077451zbMATH OpenOpenAlexFDO

Authors Bingqing Lin, Zhen Pang, Jun Zhang, 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

zbMATH Keywords

massive datastreamwise selectionvariable selection

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites work

• α-Investing: a Procedure for Sequential Control of Expected False Discoveries
• Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
• Cluster feature selection in high-dimensional linear models
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• High Dimensional Variable Selection via Tilting
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Online rules for control of false discovery rate and false discovery exceedance
• Pathwise coordinate optimization
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Streamwise feature selection
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variance Inflation Factor and Condition Number in multiple linear regression
• VIF regression: a fast regression algorithm for large data

Describes a project that uses

Uses Software

• R

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