Ultrahigh dimensional feature selection: beyond the linear model
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Cited in
(only showing first 100 items - show all)- On selecting interacting features from high-dimensional data
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data
- Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review
- Ultrahigh dimensional feature screening via projection
- Correlation rank screening for ultrahigh-dimensional survival data
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- A new nonparametric screening method for ultrahigh-dimensional survival data
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Model-free conditional independence feature screening for ultrahigh dimensional data
- Model-free feature screening for ultrahigh dimensional censored regression
- Portal nodes screening for large scale social networks
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables
- Hypothesis testing sure independence screening for nonparametric regression
- Towards scalable fuzzy-rough feature selection
- Nonparametric independence feature screening for ultrahigh-dimensional survival data
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Model-free feature screening for high-dimensional survival data
- Debiasing the Lasso: optimal sample size for Gaussian designs
- A note on quantile feature screening via distance correlation
- Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
- An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data
- Sure independence screening in the presence of missing data
- Conditional screening for ultrahigh-dimensional survival data in case-cohort studies
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
- A sequential feature selection procedure for high-dimensional Cox proportional hazards model
- Unified mean-variance feature screening for ultrahigh-dimensional regression
- A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
- Asset selection based on high frequency Sharpe ratio
- A general framework for tensor screening through smoothing
- The backbone method for ultra-high dimensional sparse machine learning
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data
- Feature screening under missing indicator imputation with non-ignorable missing response
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization
- Feature filter for estimating central mean subspace and its sparse solution
- Forward regression for Cox models with high-dimensional covariates
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- Innovated interaction screening for high-dimensional nonlinear classification
- Conditional sure independence screening by conditional marginal empirical likelihood
- Model-free feature screening via a modified composite quantile correlation
- A fast SVD-hidden-nodes based extreme learning machine for large-scale data analytics
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Model-free sure screening via maximum correlation
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- Effect of heavy tails on ultra high dimensional variable ranking methods
- scientific article; zbMATH DE number 6378115 (Why is no real title available?)
- PUlasso: High-Dimensional Variable Selection With Presence-Only Data
- Score test variable screening
- Feature selection when there are many influential features
- UPS delivers optimal phase diagram in high-dimensional variable selection
- Cluster feature selection in high-dimensional linear models
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Making decision trees feasible in ultrahigh feature and label dimensions
- Greedy forward regression for variable screening
- Independent feature screening for ultrahigh-dimensional models with interactions
- Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables
- Model-free conditional feature screening for ultra-high dimensional right censored data
- Distributed feature screening via componentwise debiasing
- Correlated component regression: re-thinking regression in the presence of near collinearity
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- The sparse MLE for ultrahigh-dimensional feature screening
- Confidence intervals for high-dimensional Cox models
- Estimation and inference for high dimensional generalized linear models: a splitting and smoothing approach
- Sure independence screening for real medical Poisson data
- Robust feature screening for high-dimensional survival data
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data
- On Sure Screening with Multiple Responses
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
- Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data
- Model-free survival conditional feature screening
- A nonparametric procedure for linear and nonlinear variable screening
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- A new robust model-free feature screening method for ultra-high dimensional right censored data
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates
- Group feature screening via the F statistic
- On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection
- Ultrahigh dimensional feature screening for additive model with multivariate response
- Robust feature screening procedures for single and mixed types of data
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Category-adaptive variable screening for ultra-high dimensional heterogeneous categorical data
- Ranking-based variable selection for high-dimensional data
- A robust variable screening method for high-dimensional data
- Targeted random projection for prediction from high-dimensional features
- Ultra-high dimensional single-index quantile regression
- Optimal minimax variable selection for large-scale matrix linear regression model
- Robust rank screening for ultrahigh dimensional discriminant analysis
- A stepwise regression algorithm for high-dimensional variable selection
- An iterative approach to distance correlation-based sure independence screening
- Pseudo-value method for ultra high-dimensional semiparametric models with lifetime data
- Sure feature screening for high-dimensional dichotomous classification
- High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
- Partial correlation screening for varying coefficient models
- Variance estimation based on blocked 3 2 cross-validation in high-dimensional linear regression
- Model-free slice screening for ultrahigh-dimensional survival data
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