GRID: a variable selection and structure discovery method for high dimensional nonparametric regression

DOI10.1214/19-AOS1846zbMATH Open1454.62125MaRDI QIDQ2196249FDOQ2196249

Authors: Francesco Giordano, Maria Lucia Parrella, Soumendra N. Lahiri 

Publication date: 28 August 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1594972841

Recommendations

• GRID for variable selection in high dimensional regression
• Selection of variables and dimension reduction in high-dimensional non-parametric regression
• Component Identification and Estimation in Nonlinear High-Dimensional Regression Models by Structural Adaptation
• Flexible variable selection for recovering sparsity in nonadditive nonparametric models
• Variable selection using adaptive nonlinear interaction structures in high dimensions

zbMATH Keywords

empirical likelihoodvariable selection consistencymarginal testing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• High-dimensional additive modeling
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Variable selection with the strong heredity constraint and its oracle property
• High-dimensional graphs and variable selection with the Lasso
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Empirical likelihood and general estimating equations
• Sparse inverse covariance estimation with the graphical lasso
• Local linear regression smoothers and their minimax efficiencies
• Empirical likelihood
• Title not available (Why is that?)
• Empirical likelihood ratio confidence intervals for a single functional
• Design-adaptive Nonparametric Regression
• Optimal global rates of convergence for nonparametric regression
• Minimax-optimal nonparametric regression in high dimensions
• Selection of variables and dimension reduction in high-dimensional non-parametric regression
• DASSO: Connections Between the Dantzig Selector and Lasso
• Sparse Additive Models
• Component selection and smoothing in multivariate nonparametric regression
• Polynomial splines and their tensor products in extended linear modeling. (With discussions)
• Multivariate locally weighted least squares regression
• Linear or nonlinear? Automatic structure discovery for partially linear models
• A review on empirical likelihood methods for regression
• Empirical likelihood confidence intervals for local linear smoothers
• Marginal empirical likelihood and sure independence feature screening
• Variable selection using adaptive nonlinear interaction structures in high dimensions
• Nonparametric Inferences for Additive Models
• Surface estimation, variable selection, and the nonparametric oracle property
• Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
• Rodeo: Sparse, greedy nonparametric regression
• Asymptotic properties of backfitting estimators
• Tight conditions for consistency of variable selection in the context of high dimensionality
• Local polynomial fitting based on empirical likelihood
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property

Cited In (5)

• Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity
• A nonparametric procedure for linear and nonlinear variable screening
• High-dimensional local linear regression under sparsity and convex losses
• High-dimensional local polynomial regression with variable selection and dimension reduction
• GRID for variable selection in high dimensional regression

Uses Software

• glasso

This page was built for publication: GRID: a variable selection and structure discovery method for high dimensional nonparametric regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2196249)