Nonparametric independence screening in sparse ultra-high-dimensional additive models
From MaRDI portal
Publication:3095174
Abstract: A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To address this issue, we further extend the correlation learning to marginal nonparametric learning. Our nonparametric independence screening is called NIS, a specific member of the sure independence screening. Several closely related variable screening procedures are proposed. Under the nonparametric additive models, it is shown that under some mild technical conditions, the proposed independence screening methods enjoy a sure screening property. The extent to which the dimensionality can be reduced by independence screening is also explicitly quantified. As a methodological extension, an iterative nonparametric independence screening (INIS) is also proposed to enhance the finite sample performance for fitting sparse additive models. The simulation results and a real data analysis demonstrate that the proposed procedure works well with moderate sample size and large dimension and performs better than competing methods.
Recommendations
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Marginal empirical likelihood independence screening in sparse ultra-high dimensional additive models
- A sure independence screening procedure for ultra-high dimensional partially linear additive models
- Sure independence screening in generalized linear models with NP-dimensionality
- Robust conditional nonparametric independence screening for ultrahigh-dimensional data
Cited in
(only showing first 100 items - show all)- Feature screening in ultrahigh-dimensional varying-coefficient Cox model
- Sure independence screening in ultrahigh dimensional generalized additive models
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Marginal empirical likelihood and sure independence feature screening
- Martingale difference correlation and its use in high-dimensional variable screening
- A flexible semiparametric forecasting model for time series
- Semiparametric model averaging prediction for dichotomous response
- Robust feature screening procedures for single and mixed types of data
- Model-free sure screening via maximum correlation
- Nonparametric variable selection and its application to additive models
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach
- Asymptotic normality of DHD estimators in a partially linear model
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components
- A sure independence screening procedure for ultra-high dimensional partially linear additive models
- Focused information criterion and model averaging for generalized additive partial linear models
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- Neuronized Priors for Bayesian Sparse Linear Regression
- Robust rank correlation based screening
- Sparse Single Index Models for Multivariate Responses
- Model selection for high-dimensional quadratic regression via regularization
- Component selection in additive quantile regression models
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- Ranking-based variable selection for high-dimensional data
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- High dimensional single index models
- Global sensitivity analysis with dependence measures
- Asymptotics for penalised splines in generalised additive models
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
- Parametric and semiparametric reduced-rank regression with flexible sparsity
- Greedy forward regression for variable screening
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models
- Penalized profiled semiparametric estimating functions
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
- Feature screening via distance correlation learning
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- Model-free conditional independence feature screening for ultrahigh dimensional data
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Sure independence screening in generalized linear models with NP-dimensionality
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- Impacts of high dimensionality in finite samples
- Consistent Screening Procedures in High-dimensional Binary Classification
- Nearest neighbor estimates of regression
- Measuring and testing for interval quantile dependence
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- Censored mean variance sure independence screening for ultrahigh dimensional survival data
- Additive model selection
- Error variance estimation in ultrahigh-dimensional additive models
- Robust rank screening for ultrahigh dimensional discriminant analysis
- Sure feature screening for high-dimensional dichotomous classification
- Feature screening in ultrahigh-dimensional additive Cox model
- High-dimensional Bayesian inference in nonparametric additive models
- Independent feature screening for ultrahigh-dimensional models with interactions
- Variable selection for fixed effects varying coefficient models
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables
- Faithful variable screening for high-dimensional convex regression
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Testing regression coefficients in high-dimensional and sparse settings
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- Ultrahigh dimensional time course feature selection
- Variable selection for additive model via cumulative ratios of empirical strengths total
- Independent screening in high-dimensional exponential family predictors’ space
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Nonparametric feature screening
- Conditional sure independence screening by conditional marginal empirical likelihood
- Screening and clustering of sparse regressions with finite non-Gaussian mixtures
- Model-free slice screening for ultrahigh-dimensional survival data
- Fast robust feature screening for ultrahigh-dimensional varying coefficient models
- Nonparametric independence feature screening for ultrahigh-dimensional survival data
- Principal components adjusted variable screening
- A new nonparametric screening method for ultrahigh-dimensional survival data
- Averaging of an increasing number of moment condition estimators
- Model-free variable selection for conditional mean in regression
- A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data
- Nonparametric independence screening via favored smoothing bandwidth
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
- A model-free conditional screening approach via sufficient dimension reduction
- Model-free feature screening for ultrahigh dimensional classification
- Sequential profile Lasso for ultra-high-dimensional partially linear models
- Variable screening for ultrahigh dimensional censored quantile regression
- scientific article; zbMATH DE number 7306908 (Why is no real title available?)
- A generic sure independence screening procedure
- Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification
- Statistical inference in sparse high-dimensional additive models
- Robust model-free feature screening via quantile correlation
- Conditional screening for ultrahigh-dimensional survival data in case-cohort studies
- Variance function additive partial linear models
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Adaptive conditional feature screening
- Correlation rank screening for ultrahigh-dimensional survival data
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Fused mean-variance filter for feature screening
This page was built for publication: Nonparametric independence screening in sparse ultra-high-dimensional additive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3095174)
