Stable prediction in high-dimensional linear models

DOI10.1007/S11222-016-9694-6MaRDI QIDQ2361487zbMATH OpenOpenAlexFDO

Authors Bingqing Lin, Jun Zhang, Zhen Pang, Qihua Wang

Publication date 30 June 2017

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-016-9694-6

zbMATH Keywords

model averagingpenalized regressionscreeningvariable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

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Cites work

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• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Bagging predictors
• Bayesian Model Averaging for Linear Regression Models
• Combining Linear Regression Models
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Frequentist Model Average Estimators
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Jackknife model averaging
• Least angle regression. (With discussion)
• Least Squares Model Averaging
• Nearly unbiased variable selection under minimax concave penalty
• On the adaptive elastic net with a diverging number of parameters
• Optimal weight choice for frequentist model average estimators
• Pathwise coordinate optimization
• Regularization and Variable Selection Via the Elastic Net
• Stability selection. With discussion and authors' reply
• Stacked regressions
• Statistics for high-dimensional data. Methods, theory and applications.
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(10)

• Stable feature screening for ultrahigh dimensional data
• Jackknife model averaging prediction methods for complex phenotypes with gene expression levels by integrating external pathway information
• scientific article; zbMATH DE number 6670747 (Why is no real title available?)
• scientific article; zbMATH DE number 4056768 (Why is no real title available?)
• Sequential model averaging for high dimensional linear regression models
• Pruning variable selection ensembles
• High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting
• MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY
• Taylor quasi-likelihood for limited generalized linear models
• Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction

Describes a project that uses

Uses Software

• R

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