Screening-based Bregman divergence estimation with NP-dimensionality

DOI10.1214/16-EJS1157zbMATH Open1345.62054OpenAlexW2500127672MaRDI QIDQ309558FDOQ309558

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

Recommendations

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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)

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
• The elements of statistical learning. Data mining, inference, and prediction
• Model-free feature screening for ultrahigh-dimensional data
• Nearly unbiased variable selection under minimax concave penalty
• Pathwise coordinate optimization
• Title not available (Why is that?)
• Title not available (Why is that?)
• High-dimensional generalized linear models and the lasso
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Feature screening via distance correlation learning
• Title not available (Why is that?)
• High-dimensional variable selection
• Title not available (Why is that?)
• A Statistical View of Some Chemometrics Regression Tools
• Quasi-likelihood functions
• Marginal empirical likelihood and sure independence feature screening
• Robust rank correlation based screening
• Penalized Bregman divergence for large-dimensional regression and classification
• New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation

Cited In (3)

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

Uses Software

• glmnet

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