Ultrahigh dimensional feature selection: beyond the linear model
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Publication:2880959
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Cited in
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- Censored mean variance sure independence screening for ultrahigh dimensional survival data
- Improvement screening for ultra-high dimensional data with censored survival outcomes and varying coefficients
- Hotelling \(T^2\) test in high dimensions with application to Wilks outlier method
- Feature screening for ultra-high-dimensional data via multiscale graph correlation
- Independent feature screening for ultrahigh-dimensional models with interactions
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
- Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index
- Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data
- Model-free survival conditional feature screening
- Nonparametric feature screening for ultrahigh-dimensional case II interval-censored failure time data
- Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables
- High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
- Innovated interaction screening for high-dimensional nonlinear classification
- Greedy forward regression for variable screening
- Focused estimation and model averaging with penalization methods: an overview
- Model-Free Feature Screening and FDR Control With Knockoff Features
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data
- A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data
- Sure independence screening in the presence of missing data
- Towards scalable fuzzy-rough feature selection
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- Targeted random projection for prediction from high-dimensional features
- scientific article; zbMATH DE number 7415090 (Why is no real title available?)
- A fast SVD-hidden-nodes based extreme learning machine for large-scale data analytics
- Confidence intervals for high-dimensional Cox models
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- A semi-parametric approach to feature selection in high-dimensional linear regression models
- Feature screening under missing indicator imputation with non-ignorable missing response
- A robust variable screening method for high-dimensional data
- A Model-free Variable Screening Method Based on Leverage Score
- RaSE: A Variable Screening Framework via Random Subspace Ensembles
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
- On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- PUlasso: High-Dimensional Variable Selection With Presence-Only Data
- Model free feature screening for large scale and ultrahigh dimensional survival data
- Threshold Selection in Feature Screening for Error Rate Control
- Score test variable screening
- A sequential feature selection procedure for high-dimensional Cox proportional hazards model
- Variable screening for Lasso based on multidimensional indexing
- A data-driven approach to conditional screening of high-dimensional variables
- High-dimensional variable screening under multicollinearity
- Robust rank screening for ultrahigh dimensional discriminant analysis
- Robust feature screening procedures for single and mixed types of data
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- scientific article; zbMATH DE number 7750671 (Why is no real title available?)
- Distributed feature screening via componentwise debiasing
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization
- Distributed smoothed rank regression with heterogeneous errors for massive data
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data
- Sure feature screening for high-dimensional dichotomous classification
- Conditional distance correlation screening for sparse ultrahigh-dimensional models
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates
- Adjusted feature screening for ultra-high dimensional missing response
- Support vector machine in ultrahigh-dimensional feature space
- Ranking-based variable selection for high-dimensional data
- An iterative approach to distance correlation-based sure independence screening
- Feature selection when there are many influential features
- Partial correlation screening for varying coefficient models
- UPS delivers optimal phase diagram in high-dimensional variable selection
- A scalable surrogate L₀ sparse regression method for generalized linear models with applications to large scale data
- Sure independence screening for real medical Poisson data
- A general framework for penalized mixed-effects multitask learning with applications on DNA methylation surrogate biomarkers creation
- A stepwise regression algorithm for high-dimensional variable selection
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Group feature screening via the F statistic
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Model-free conditional independence feature screening for ultrahigh dimensional data
- Model-free feature screening for ultrahigh dimensional censored regression
- A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
- Feature Screening with Conditional Rank Utility for Big-Data Classification
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Model-free sure screening via maximum correlation
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables
- Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency
- Portal nodes screening for large scale social networks
- Robust feature screening for high-dimensional survival data
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Asset selection based on high frequency Sharpe ratio
- Ultrahigh dimensional single index model estimation via refitted cross-validation
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- scientific article; zbMATH DE number 7750673 (Why is no real title available?)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Hypothesis testing sure independence screening for nonparametric regression
- A note on quantile feature screening via distance correlation
- Inference for High-Dimensional Censored Quantile Regression
- Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review
- Correlation rank screening for ultrahigh-dimensional survival data
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Debiasing the Lasso: optimal sample size for Gaussian designs
- scientific article; zbMATH DE number 6378115 (Why is no real title available?)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- Feature filter for estimating central mean subspace and its sparse solution
- Robust rank correlation based screening
- The sparse MLE for ultrahigh-dimensional feature screening
- Category-adaptive variable screening for ultra-high dimensional heterogeneous categorical data
- Model-free feature screening via a modified composite quantile correlation
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