Surface estimation, variable selection, and the nonparametric oracle property

DOI10.5705/SS.2011.030AzbMATH Open1214.62044OpenAlexW2103345735WikidataQ41858129 ScholiaQ41858129MaRDI QIDQ2999745FDOQ2999745

Authors: Howard D. Bondell, Brian J. Reich, Curtis B. Storlie, Hao Helen Zhang 

Publication date: 16 May 2011

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3095957

Recommendations

• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Nonparametric estimates of regression curves and surfaces
• scientific article; zbMATH DE number 1551809
• Nonparametric estimation of surface integrals
• Reducing variance in nonparametric surface estimation
• Surface and function approximation with nonparametric regression
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
• Nonparametric inference on jump regression surface

zbMATH Keywords

smoothing spline ANOVAregularization methodadaptive LASSO

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (36)

• Conceptual implementation of the variance-based sensitivity analysis for the calculation of the first-order effects
• Spike-and-slab priors for function selection in structured additive regression models
• Bayesian regression trees for high-dimensional prediction and variable selection
• Layer-wise learning strategy for nonparametric tensor product smoothing spline regression and graphical models
• Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
• Parametric and semiparametric reduced-rank regression with flexible sparsity
• Using recursive algorithms for the efficient identification of smoothing spline ANOVA models
• Nonparametric variable selection and its application to additive models
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components
• Additive regression splines with total variation and non negative garrote penalties
• Sensitivity analysis in classification using Bayesian smoothing spline ANOVA probit regression
• Variable selection of varying coefficient models in quantile regression
• SCAD-penalised generalised additive models with non-polynomial dimensionality
• Input variable selection in neural network models
• Gibbs Priors for Bayesian Nonparametric Variable Selection with Weak Learners
• A fused Lasso approach to nonstationary spatial covariance estimation
• Component selection in additive quantile regression models
• Spike-and-slab least absolute shrinkage and selection operator generalized additive models and scalable algorithms for high-dimensional data analysis
• Combining meta-modeling and categorical indicators for global sensitivity analysis of long-running flow simulators with spatially dependent inputs
• Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
• Nonparametric significance testing and group variable selection
• High-dimensional local linear regression under sparsity and convex losses
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
• High-dimensional quantile varying-coefficient models with dimension reduction
• An RKHS-based approach to double-penalized regression in high-dimensional partially linear models
• Pursuit of dynamic structure in quantile additive models with longitudinal data
• Scalable empirical Bayes inference and Bayesian sensitivity analysis
• Learning general sparse additive models from point queries in high dimensions
• Post-injection trapping of mobile \(\text{CO}_{2}\) in deep aquifers: assessing the importance of model and parameter uncertainties
• Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error
• Reproducing Kernel Hilbert Spaces for Penalized Regression: A Tutorial
• GRID: a variable selection and structure discovery method for high dimensional nonparametric regression
• Variable selection for non-parametric quantile regression via smoothing spline analysis of variance
• Penalized likelihood and Bayesian function selection in regression models
• Additive model selection
• Partially Linear Functional Additive Models for Multivariate Functional Data

Uses Software

• gss

This page was built for publication: Surface estimation, variable selection, and the nonparametric oracle property

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2999745)