Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
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Publication:4975573
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Cites work
- scientific article; zbMATH DE number 3841083 (Why is no real title available?)
- Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
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- Mathematical Statistics
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- SCAD-penalized regression in high-dimensional partially linear models
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- Smoothly clipped absolute deviation on high dimensions
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(33)- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Forward variable selection for ultra-high dimensional quantile regression models
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
- Preselection in Lasso-type analysis for ultra-high dimensional genomic exploration
- Hard thresholding regularised logistic regression: theory and algorithms
- A sequential feature selection approach to change point detection in mean-shift change point models
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- Sequential profile Lasso for ultra-high-dimensional partially linear models
- A sequential approach to feature selection in high-dimensional additive models
- Forward regression for Cox models with high-dimensional covariates
- Forward selection for feature screening and structure identification in varying coefficient models
- A global two-stage algorithm for non-convex penalized high-dimensional linear regression problems
- The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data
- A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
- Which bridge estimator is the best for variable selection?
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- A data-driven line search rule for support recovery in high-dimensional data analysis
- Gini correlation for feature screening
- Graph-based sparse linear discriminant analysis for high-dimensional classification
- Edge detection in sparse Gaussian graphical models
- High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
- Tournament screening cum EBIC for feature selection with high-dimensional feature spaces
- Quantile forward regression for high-dimensional survival data
- GEE-Assisted Forward Regression for Spatial Latent Variable Models
- A semi-parametric approach to feature selection in high-dimensional linear regression models
- Variable selection in high-dimensional sparse multiresponse linear regression models
- A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression
- Sequential interaction group selection by the principle of correlation search for high-dimensional interaction models
- A sequential feature selection procedure for high-dimensional Cox proportional hazards model
- Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
- Sequential feature screening for generalized linear models with sparse ultra-high dimensional data
- GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee
- Feature selection by canonical correlation search in high-dimensional multiresponse models with complex group structures
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