Screening-based Bregman divergence estimation with NP-dimensionality

DOI10.1214/16-EJS1157MaRDI QIDQ309558zbMATHOpenAlexFDO

Authors Chunming Zhang, Yi Chai, Xiao Guo

Publication date 7 September 2016

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1468849970

zbMATH Keywords

variable selectionexponential familyBregman divergenceNP-dimensionalitysure screening

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 1391397 (Why is no real title available?)
• scientific article; zbMATH DE number 3296905 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
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• High-dimensional variable selection
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• Model-free feature screening for ultrahigh-dimensional data
• Nearly unbiased variable selection under minimax concave penalty
• New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation
• Pathwise coordinate optimization
• Penalized Bregman divergence for large-dimensional regression and classification
• Quasi-likelihood functions
• Robust rank correlation based screening
• Sure independence screening in generalized linear models with NP-dimensionality
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(3)

• Proper scoring rules and Bregman divergence
• Statistical inference of minimum BD estimators and classifiers for varying-dimensional models
• Penalized Bregman divergence for large-dimensional regression and classification

Describes a project that uses

Uses Software

• glmnet

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