Regularization After Marginal Learning for Ultra-High Dimensional Regression Models

DOI10.1007/978-3-319-41573-4_1OpenAlexW2603231609MaRDI QIDQ4595745FDOQ4595745

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

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