scientific article

From MaRDI portal
Publication:2880959

zbMath1235.62089arXiv0812.3201MaRDI QIDQ2880959

Richard J. Samworth, Yichao Wu, Jianqing Fan

Publication date: 17 April 2012

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

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Feature Screening with Latent Responses, Clustering High-Dimensional Data via Feature Selection, A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data, RaSE: A Variable Screening Framework via Random Subspace Ensembles, Distributed smoothed rank regression with heterogeneous errors for massive data, A general framework for penalized mixed-effects multitask learning with applications on DNA methylation surrogate biomarkers creation, Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency, Model‐free conditional screening for ultrahigh‐dimensional survival data via conditional distance correlation, Model-Free Conditional Feature Screening with FDR Control, Inference for High-Dimensional Censored Quantile Regression, A dynamic screening algorithm for hierarchical binary marketing data, Structure learning via unstructured kernel-based M-estimation, A Model-free Variable Screening Method Based on Leverage Score, Unnamed Item, Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems, Conditional distance correlation screening for sparse ultrahigh-dimensional models, 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 sure screening via maximum correlation, On selecting interacting features from high-dimensional 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, Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood, Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data, Model-free survival conditional feature screening, Censored mean variance sure independence screening for ultrahigh dimensional survival data, A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data, A general framework for tensor screening through smoothing, A nonparametric procedure for linear and nonlinear variable screening, Partial correlation screening for varying coefficient models, Censored cumulative residual independent screening for ultrahigh-dimensional survival data, Score test variable screening, Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review, Confidence intervals for high-dimensional Cox models, 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, The backbone method for ultra-high dimensional sparse machine learning, Conditional sure independence screening by conditional marginal empirical likelihood, Unnamed Item, Variance estimation for sparse ultra-high dimensional varying coefficient models, A new nonparametric screening method for ultrahigh-dimensional survival data, Robust feature screening for ultra-high dimensional right censored data via distance correlation, 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, Model-free feature screening via a modified composite quantile correlation, Joint model-free feature screening for ultra-high dimensional semi-competing risks data, A fast SVD-hidden-nodes based extreme learning machine for large-scale data analytics, Sure joint feature screening in nonparametric transformation model for right censored data, Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models, BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data, Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random, Feature screening under missing indicator imputation with non-ignorable missing response, Threshold Selection in Feature Screening for Error Rate Control, Ultrahigh dimensional feature screening for additive model with multivariate response, Robust feature screening procedures for single and mixed types of data, Unnamed Item, Robust model-free feature screening via quantile correlation, Model-free conditional independence feature screening for ultrahigh dimensional data, Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization, Model-Free Feature Screening and FDR Control With Knockoff Features, Model-free feature screening for ultrahigh dimensional censored regression, Majorization-minimization algorithms for nonsmoothly penalized objective functions, Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data, Unnamed Item, A robust variable screening method for high-dimensional data, Targeted Random Projection for Prediction From High-Dimensional Features, Portal nodes screening for large scale social networks, Greedy forward regression for variable screening, Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations, Model-free feature screening for ultrahigh-dimensional data conditional on some variables, Feature filter for estimating central mean subspace and its sparse solution, Hypothesis testing sure independence screening for nonparametric regression, Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models, Model-free feature screening for high-dimensional survival data, Towards scalable fuzzy-rough feature selection, Debiasing the Lasso: optimal sample size for Gaussian designs, Robust rank screening for ultrahigh dimensional discriminant analysis, Robust rank correlation based screening, A note on quantile feature screening via distance correlation, Forward regression for Cox models with high-dimensional covariates, Nonparametric independence feature screening for ultrahigh-dimensional survival data, 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, The fused Kolmogorov filter: a nonparametric model-free screening method, Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables, Model-free conditional feature screening for ultra-high dimensional right censored data, Tight conditions for consistency of variable selection in the context of high dimensionality, A stepwise regression algorithm for high-dimensional variable selection, An iterative approach to distance correlation-based sure independence screening, Correlated Component Regression: Re-thinking Regression in the Presence of Near Collinearity, Model-free feature screening via distance correlation for ultrahigh dimensional survival data, Category-Adaptive Variable Screening for Ultra-High Dimensional Heterogeneous Categorical Data, Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse 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, Unnamed Item, Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator, A sequential feature selection procedure for high-dimensional Cox proportional hazards model, Unified mean-variance feature screening for ultrahigh-dimensional regression, Unnamed Item, Unnamed Item, Variance estimation based on blocked 3×2 cross-validation in high-dimensional linear regression, Model-free slice screening for ultrahigh-dimensional survival data, On correlation rank screening for ultra-high dimensional competing risks data, Asymptotic Properties of Marginal Least-Square Estimator for Ultrahigh-Dimensional Linear Regression Models with Correlated Errors, A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data, Asset selection based on high frequency Sharpe ratio


Uses Software