Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

DOI10.1198/016214501753382273zbMATH Open1073.62547OpenAlexW2074682976MaRDI QIDQ4468342FDOQ4468342

Authors: Jianqing Fan, Runze Li 

Publication date: 10 June 2004

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

Full work available at URL: https://doi.org/10.1198/016214501753382273

Recommendations

• Nonconcave penalized likelihood with a diverging number of parameters.
• The Adaptive Lasso and Its Oracle Properties
• One-step sparse estimates in nonconcave penalized likelihood models
• Variable selection using penalized empirical likelihood
• An overview on variable selection for survival analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Cited In (only showing first 100 items - show all)

• Model selection for high-dimensional quadratic regression via regularization
• A regularization-based adaptive test for high-dimensional GLMs
• Ranking-based variable selection for high-dimensional data
• Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
• Estimating false discovery proportion under arbitrary covariance dependence
• Feature screening via distance correlation learning
• Change-point detection in high-dimensional covariance structure
• Are discoveries spurious? Distributions of maximum spurious correlations and their applications
• On stepwise pattern recovery of the fused Lasso
• Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
• A simple method for estimating interactions between a treatment and a large number of covariates
• Generalized co-clustering analysis via regularized alternating least squares
• A penalty approach to differential item functioning in Rasch models
• Variable selection for functional regression models via the \(L_1\) regularization
• SGL-SVM: a novel method for tumor classification via support vector machine with sparse group lasso
• Variance prior forms for high-dimensional Bayesian variable selection
• Variable selection for Cox's proportional hazards model and frailty model
• Shrinkage priors for Bayesian penalized regression
• Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression
• ESL-SELO: a robust image denoising algorithm with penalty
• Generalized alternating direction method of multipliers: new theoretical insights and applications
• Majorization-minimization algorithms for nonsmoothly penalized objective functions
• Sparse permutation invariant covariance estimation
• Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
• Interpretable dimension reduction for classifying functional data
• Sparse semiparametric discriminant analysis
• Network exploration via the adaptive LASSO and SCAD penalties
• Analyzing large datasets with bootstrap penalization
• A uniform framework for the combination of penalties in generalized structured models
• Adaptive robust variable selection
• Sparse nonparametric model for regression with functional covariate
• Endogeneity in high dimensions
• Nonparametric maximum likelihood approach to multiple change-point problems
• Variable selection using MM algorithms
• Piecewise linear regularized solution paths
• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• Selection and combination of biomarkers using ROC method for disease classification and prediction
• Shrinkage tuning parameter selection with a diverging number of parameters
• Variable selection in partial linear regression with functional covariate
• Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
• Robust penalized logistic regression with truncated loss functions
• Variable selection in high-dimensional partly linear additive models
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
• The group exponential Lasso for bi-level variable selection
• MM for penalized estimation
• Bayesian variable selection regression for genome-wide association studies and other large-scale problems
• Sure independence screening in generalized linear models with NP-dimensionality
• PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection
• Nearly unbiased variable selection under minimax concave penalty
• Regularized estimation in sparse high-dimensional time series models
• Tree-structured modelling of categorical predictors in generalized additive regression
• Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data
• Factor-Adjusted Regularized Model Selection
• Sparse estimation of Cox proportional hazards models via approximated information criteria
• RandGA: injecting randomness into parallel genetic algorithm for variable selection
• Statistical inference in mechanistic models: time warping for improved gradient matching
• A unified approach to model selection and sparse recovery using regularized least squares
• Constructing networks by filtering correlation matrices: a null model approach
• A penalized approach to covariate selection through quantile regression coefficient models
• Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Regularization and Variable Selection Via the Elastic Net
• Estimation and testing for partially linear single-index models
• APPLE: approximate path for penalized likelihood estimators
• Best subset selection via a modern optimization lens
• Forecasting economic time series using targeted predictors
• Variable selection in infinite-dimensional problems
• Majorization minimization by coordinate descent for concave penalized generalized linear models
• Model Selection and Estimation in Regression with Grouped Variables
• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
• Sparse estimators and the oracle property, or the return of Hodges' estimator
• Outlier detection and robust mixture modeling using nonconvex penalized likelihood
• Sparse modeling of categorial explanatory variables
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
• Statistical significance in high-dimensional linear models
• Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
• Variable selection in measurement error models
• Variable selection and regression analysis for graph-structured covariates with an application to genomics
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
• Sparse estimation in functional linear regression
• The sparse Laplacian shrinkage estimator for high-dimensional regression
• Functional linear regression that's interpretable
• Regularized rank-based estimation of high-dimensional nonparanormal graphical models
• One-step sparse estimates in nonconcave penalized likelihood models
• Penalised inference for lagged dependent regression in the presence of autocorrelated residuals
• Covariance regularization by thresholding
• SCAD-penalized regression in high-dimensional partially linear models
• Subset selection for vector autoregressive processes using Lasso
• Sparsistency and rates of convergence in large covariance matrix estimation
• Feature selection and tumor classification for microarray data using relaxed Lasso and generalized multi-class support vector machine
• Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
• Tractable Bayesian variable selection: beyond normality
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• Variable and boundary selection for functional data via multiclass logistic regression modeling
• EMVS: the EM approach to Bayesian variable selection
• Spatial variable selection and an application to Virginia Lyme disease emergence
• A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
• A group regularisation approach for constructing generalised age-period-cohort mortality projection models

This page was built for publication: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4468342)