Ultrahigh dimensional feature selection: beyond the linear model

zbMATH Open1235.62089arXiv0812.3201MaRDI QIDQ2880959FDOQ2880959

Authors: Richard Samworth, Yichao Wu, Jianqing Fan 

Publication date: 17 April 2012

Published in: Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.3201

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zbMATH Keywords

classificationgeneralized linear modelsrobust regressionfeature screening

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12)

Cited In (only showing first 100 items - show all)

• Conditional distance correlation screening for sparse ultrahigh-dimensional models
• Ranking-based variable selection for high-dimensional data
• Feature selection when there are many influential features
• UPS delivers optimal phase diagram in high-dimensional variable selection
• A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data
• Variance estimation for sparse ultra-high dimensional varying coefficient models
• 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
• Model-free feature screening for ultrahigh-dimensional data conditional on some variables
• Model-free sure screening via maximum correlation
• Portal nodes screening for large scale social networks
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Feature screening for generalized varying coefficient models with application to dichotomous responses
• Title not available (Why is that?)
• Inference for High-Dimensional Censored Quantile Regression
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
• Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
• Hypothesis testing sure independence screening for nonparametric 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
• Title not available (Why is that?)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
• The sparse MLE for ultrahigh-dimensional feature screening
• Robust rank correlation based screening
• Category-adaptive variable screening for ultra-high dimensional heterogeneous categorical data
• Model-free slice screening for ultrahigh-dimensional survival data
• On correlation rank screening for ultra-high dimensional competing risks data
• Title not available (Why is that?)
• Correlated component regression: re-thinking regression in the presence of near collinearity
• Title not available (Why is that?)
• Censored cumulative residual independent screening for ultrahigh-dimensional survival data
• Model‐free conditional screening for ultrahigh‐dimensional survival data via conditional distance correlation
• Model-Free Conditional Feature Screening with FDR Control
• The fused Kolmogorov filter: a nonparametric model-free screening method
• Forward regression for Cox models with high-dimensional covariates
• Asymptotic Properties of Marginal Least-Square Estimator for Ultrahigh-Dimensional Linear Regression Models with Correlated Errors
• On Sure Screening with Multiple Responses
• Clustering High-Dimensional Data via Feature Selection
• On selecting interacting features from high-dimensional data
• Tight conditions for consistency of variable selection in the context of high dimensionality
• Unified mean-variance feature screening for ultrahigh-dimensional regression
• Model-free conditional feature screening for ultra-high dimensional right censored data
• Ultrahigh dimensional feature screening via projection
• A new nonparametric screening method for ultrahigh-dimensional survival data
• Effect of heavy tails on ultra high dimensional variable ranking methods
• A new robust model-free feature screening method for ultra-high dimensional right censored data
• Nonparametric independence feature screening for ultrahigh-dimensional survival data
• Conditional sure independence screening by conditional marginal empirical likelihood
• Model-free feature screening for high-dimensional survival data
• Model-free feature screening via distance correlation for ultrahigh dimensional survival data
• Conditional screening for ultrahigh-dimensional survival data in case-cohort studies
• Robust model-free feature screening via quantile correlation
• Censored mean variance sure independence screening for ultrahigh dimensional survival data
• Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables
• Independent feature screening for ultrahigh-dimensional models with interactions
• High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
• Greedy forward regression for variable screening
• Innovated interaction screening for high-dimensional nonlinear classification
• A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data
• Towards scalable fuzzy-rough feature selection
• Confidence intervals for high-dimensional Cox models
• Score test variable screening
• 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
• Robust feature screening procedures for single and mixed types of data
• Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
• Robust rank screening for ultrahigh dimensional discriminant analysis
• Sure feature screening for high-dimensional dichotomous classification
• Adjusted feature screening for ultra-high dimensional missing response
• Support vector machine in ultrahigh-dimensional feature space
• An iterative approach to distance correlation-based sure independence screening
• Partial correlation screening for varying coefficient models
• 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
• Group feature screening via the F statistic
• Feature Screening with Conditional Rank Utility for Big-Data Classification
• Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency
• A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
• Robust feature screening for high-dimensional survival data
• Ultrahigh dimensional single index model estimation via refitted cross-validation
• Asset selection based on high frequency Sharpe ratio
• A note on quantile feature screening via distance correlation
• Title not available (Why is that?)
• Feature filter for estimating central mean subspace and its sparse solution
• Cluster feature selection in high-dimensional linear models
• Model-free feature screening via a modified composite quantile correlation
• A general framework for tensor screening through smoothing
• Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
• A selective overview of feature screening methods with applications to neuroimaging data
• Zero-inflated modeling. II: Zero-inflated models for complex data structures
• A General Framework of Nonparametric Feature Selection in High-Dimensional Data
• An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model
• Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
• A dynamic screening algorithm for hierarchical binary marketing data
• Sure joint feature screening in nonparametric transformation model for right censored data

Uses Software

• rda

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