Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

From MaRDI portal
Publication:3095174

DOI10.1198/jasa.2011.tm09779zbMath1232.62064arXiv0912.2695OpenAlexW2056938357WikidataQ40577277 ScholiaQ40577277MaRDI QIDQ3095174

Yang Feng, Rui Song, Jianqing Fan

Publication date: 28 October 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2695



Related Items

Statistical inference for nonignorable missing-data problems: a selective review, Group screening for ultra-high-dimensional feature under linear model, The abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’, Sequential profile Lasso for ultra-high-dimensional partially linear models, Sure independence screening for real medical Poisson data, Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting, A sure independence screening procedure for ultra-high dimensional partially linear additive models, Projection correlation between scalar and vector variables and its use in feature screening with multi-response data, Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data, On Sure Screening with Multiple Responses, Efficient kernel-based variable selection with sparsistency, Consistent Screening Procedures in High-dimensional Binary Classification, Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data, Screening and clustering of sparse regressions with finite non‐Gaussian mixtures, Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data, Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index, Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data, A nonparametric procedure for linear and nonlinear variable screening, Improved Estimation of High-dimensional Additive Models Using Subspace Learning, Partial correlation screening for varying coefficient models, Sparse Single Index Models for Multivariate Responses, Score test variable screening, Copula-based Partial Correlation Screening: a Joint and Robust Approach, Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models, Variance ratio screening for ultrahigh dimensional discriminant analysis, Conditional sure independence screening by conditional marginal empirical likelihood, Sure screening by ranking the canonical correlations, Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates, Group feature screening via the F statistic, Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening, Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates, A Generic Sure Independence Screening Procedure, Model-free feature screening via a modified composite quantile correlation, Modal additive models with data-driven structure identification, RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices, A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis, Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data, Feature screening in ultrahigh-dimensional varying-coefficient Cox model, Fast robust feature screening for ultrahigh-dimensional varying coefficient models, Variable screening for ultrahigh dimensional censored quantile regression, Ultrahigh dimensional feature screening for additive model with multivariate response, Robust feature screening procedures for single and mixed types of data, A consistent variable screening procedure with family-wise error control, Unnamed Item, Focused information criterion and model averaging for generalized additive partial linear models, Cluster feature selection in high-dimensional linear models, Model-Free Feature Screening and FDR Control With Knockoff Features, Model-Free Forward Screening Via Cumulative Divergence, Independent screening in high-dimensional exponential family predictors’ space, Ranking-Based Variable Selection for high-dimensional data, Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models, A robust variable screening method for high-dimensional data, Semiparametric model average prediction in panel data analysis, L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses, Greedy forward regression for variable screening, Feature Screening for Network Autoregression Model, FUNCTIONAL ADDITIVE QUANTILE REGRESSION, Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates, Ultrahigh dimensional time course feature selection, Asymptotics for penalised splines in generalised additive models, Variable selection for fixed effects varying coefficient models, Parsimonious covariate selection with censored outcomes, Sparse model identification and learning for ultra-high-dimensional additive partially linear models, Sufficient variable selection using independence measures for continuous response, Robust feature screening for elliptical copula regression model, Rank reduction for high-dimensional generalized additive models, Randomized pick-freeze for sparse Sobol indices estimation in high dimension, AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS, Error Variance Estimation in Ultrahigh-Dimensional Additive Models, Principal varying coefficient estimator for high-dimensional models, The fused Kolmogorov filter: a nonparametric model-free screening method, Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening, Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables, Feature screening in ultrahigh-dimensional additive Cox model, Variable selection in finite mixture of semi-parametric regression models, Model Selection for High-Dimensional Quadratic Regression via Regularization, Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series, Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model, Feature screening for ultrahigh-dimensional additive logistic models, Discovering model structure for partially linear models, Global sensitivity analysis with dependence measures, An iterative approach to distance correlation-based sure independence screening, Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates, Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space, Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models, Grouped feature screening for ultra-high dimensional data for the classification model, Category-Adaptive Variable Screening for Ultra-High Dimensional Heterogeneous Categorical Data, Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data, Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification, Variable selection for additive model via cumulative ratios of empirical strengths total, Sure independence screening in ultrahigh dimensional generalized additive models, A model-free conditional screening approach via sufficient dimension reduction, Adaptively weighted group Lasso for semiparametric quantile regression models, Unnamed Item, Intentional Control of Type I Error Over Unconscious Data Distortion: A Neyman–Pearson Approach to Text Classification, Unnamed Item, Model-free slice screening for ultrahigh-dimensional survival data, Model free feature screening for ultrahigh dimensional covariates with right censored outcomes, High dimensional single index models, Feature Screening via Distance Correlation Learning, Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems, Frequentist Model Averaging for the Nonparametric Additive Model, Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold, Feature screening for multiple responses, Sure joint feature screening in nonparametric transformation model for right censored data, 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 with Latent Responses, A General Framework of Nonparametric Feature Selection in High-Dimensional Data, A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data, Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions, RaSE: A Variable Screening Framework via Random Subspace Ensembles, Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills, Neuronized Priors for Bayesian Sparse Linear Regression, Unified model-free interaction screening via CV-entropy filter, Forward selection for feature screening and structure identification in varying coefficient models, The Kendall interaction filter for variable interaction screening in high dimensional classification problems, 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, Conditional characteristic feature screening for massive imbalanced data, Inference for sparse linear regression based on the leave-one-covariate-out solution path, Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening, A dynamic screening algorithm for hierarchical binary marketing data, Measures of Uncertainty for Shrinkage Model Selection, Coordinatewise Gaussianization: Theories and Applications, High-dimensional local linear regression under sparsity and convex losses, Unnamed Item, A Model-free Variable Screening Method Based on Leverage Score, Unnamed Item, Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism, Nonparametric feature screening, Statistical inference in sparse high-dimensional additive models, Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models, Model-free sure screening via maximum correlation, Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores, Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood, Interaction identification and clique screening for classification with ultra-high dimensional discrete features, Censored mean variance sure independence screening for ultrahigh dimensional survival data, 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, RCV-based error density estimation in the ultrahigh dimensional additive model, A general framework for tensor screening through smoothing, On sufficient variable screening using log odds ratio filter, Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data, Conditional feature screening for mean and variance functions in models with multiple-index structure, Censored cumulative residual independent screening for ultrahigh-dimensional survival data, Nonparametric independence screening via favored smoothing bandwidth, Semiparametric model averaging prediction for dichotomous response, Independence index sufficient variable screening for categorical responses, Asymptotic normality of DHD estimators in a partially linear model, Nearest neighbor estimates of regression, Principal components adjusted variable screening, Correlation rank screening for ultrahigh-dimensional survival data, Model free feature screening for ultrahigh dimensional data with responses missing at random, The backbone method for ultra-high dimensional sparse machine learning, Adaptive conditional feature screening, A new nonparametric screening method for ultrahigh-dimensional survival data, Fused mean-variance filter for feature screening, Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure, Model-free conditional screening via conditional distance correlation, Penalized profiled semiparametric estimating functions, Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components, Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty, Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS, Marginal empirical likelihood and sure independence feature screening, Impacts of high dimensionality in finite samples, Model-free feature screening for ultrahigh dimensional classification, Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models, Nonparametric variable selection and its application to additive models, Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach, Component selection in additive quantile regression models, Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models, A selective overview of feature screening for ultrahigh-dimensional data, Feature screening under missing indicator imputation with non-ignorable missing response, Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data, Uniform joint screening for ultra-high dimensional graphical models, Robust model-free feature screening via quantile correlation, Variance function additive partial linear models, Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis, Model-free conditional independence feature screening for ultrahigh dimensional data, Semiparametric regression models with additive nonparametric components and high dimensional parametric components, Remodeling and estimation for sparse partially linear regression models, Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data, Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors, Dynamic tilted current correlation for high dimensional variable screening, Robust conditional nonparametric independence screening for ultrahigh-dimensional data, Covariance-insured screening, Feature screening in ultrahigh-dimensional partially linear models with missing responses at random, High-dimensional Bayesian inference in nonparametric additive models, Independent feature screening for ultrahigh-dimensional models with interactions, A flexible semiparametric forecasting model for time series, Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations, Model-free feature screening for ultrahigh-dimensional data conditional on some variables, Composite quantile regression for ultra-high dimensional semiparametric model averaging, Variable screening for high dimensional time series, Hypothesis testing sure independence screening for nonparametric regression, A sequential approach to feature selection in high-dimensional additive models, Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models, Testing regression coefficients in high-dimensional and sparse settings, Additive model selection, Measuring and testing for interval quantile dependence, Principles of experimental design for big data analysis, Robust rank screening for ultrahigh dimensional discriminant analysis, Sure feature screening for high-dimensional dichotomous classification, Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates, Robust rank correlation based screening, Fused variable screening for massive imbalanced data, A nonparametric feature screening method for ultrahigh-dimensional missing response, A note on quantile feature screening via distance correlation, Parametric and semiparametric reduced-rank regression with flexible sparsity, Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data, Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent, Nonparametric independence feature screening for ultrahigh-dimensional survival data, An RKHS-based approach to double-penalized regression in high-dimensional partially linear models, Broken adaptive ridge regression and its asymptotic properties, Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors, A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models, Learning sparse conditional distribution: an efficient kernel-based approach, Gini correlation for feature screening, Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models, Model averaging marginal regression for high dimensional conditional quantile prediction, 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, Fast feature selection via streamwise procedure for massive data, Nonparametric variable screening for multivariate additive models, High-dimensional variable screening through kernel-based conditional mean dependence, Asymptotic properties of high-dimensional random forests, Asset selection based on high frequency Sharpe ratio


Uses Software