Regularization After Marginal Learning for Ultra-High Dimensional Regression Models

DOI10.1007/978-3-319-41573-4_1MaRDI QIDQ4595745zbMATH OpenOpenAlexFDO

Authors Yang Feng, Mengjia Yu

Publication date 6 December 2017

Published in Contributions to Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-41573-4_1

zbMATH Keywords

lassoregression modelsselectionsign consistencyindependence screeningretentionspurious correlationsmarginal learning

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited in

(2)

• Regularization through variable selection and conditional MLE with application to classification in high dimensions
• Regularization after retention in ultrahigh dimensional linear regression models

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