Interaction Screening for Ultrahigh-Dimensional Data

DOI10.1080/01621459.2014.881741zbMath1368.62193WikidataQ30868720 ScholiaQ30868720MaRDI QIDQ4975578

Ning Hao, Hao Helen Zhang

Publication date: 7 August 2017

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

Full work available at URL: http://europepmc.org/articles/pmc4224119

zbMATH Keywords

GWAS; sure screening; forward selection; heredity condition

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62J12: Generalized linear models (logistic models)

Related Items

Unnamed Item, Unnamed Item, Group Regularized Estimation Under Structural Hierarchy, Unnamed Item, Unnamed Item, Model Selection for High-Dimensional Quadratic Regression via Regularization, Efficient kernel-based variable selection with sparsistency, Unnamed Item, Nonparametric Interaction Selection, Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression, Intentional Control of Type I Error Over Unconscious Data Distortion: A Neyman–Pearson Approach to Text Classification, Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression, A Note on High-Dimensional Linear Regression With Interactions, BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data, Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression, RaSE: A Variable Screening Framework via Random Subspace Ensembles, Mapping the Genetic-Imaging-Clinical Pathway with Applications to Alzheimer’s Disease, Unified model-free interaction screening via CV-entropy filter, The Kendall interaction filter for variable interaction screening in high dimensional classification problems, Dimension-agnostic inference using cross U-statistics, A dynamic screening algorithm for hierarchical binary marketing data, Structure learning via unstructured kernel-based M-estimation, An analysis of penalized interaction models, An easy-to-implement hierarchical standardization for variable selection under strong heredity constraint, Sparse hierarchical regression with polynomials, A selective overview of feature screening for ultrahigh-dimensional data, A two-stage regularization method for variable selection and forecasting in high-order interaction model, Identifying main effects and interactions among exposures using Gaussian processes, Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation, Interaction screening via canonical correlation, Interaction identification and clique screening for classification with ultra-high dimensional discrete features, Forward regression for Cox models with high-dimensional covariates, Grouped variable screening for ultra-high dimensional data for linear model, Variable selection for high-dimensional regression models with time series and heteroscedastic errors, Asymptotic theory for maximum deviations of sample covariance matrix estimates

Cites Work

• Unnamed Item
• Sure independence screening in generalized linear models with NP-dimensionality
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• One-step sparse estimates in nonconcave penalized likelihood models
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Structured variable selection and estimation
• The composite absolute penalties family for grouped and hierarchical variable selection
• What is a statistical model? (With comments and rejoinder).
• Nonconcave penalized likelihood with a diverging number of parameters.
• Least angle regression. (With discussion)
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Regularized estimation of large covariance matrices
• Forward Regression for Ultra-High Dimensional Variable Screening
• Extended Bayesian information criteria for model selection with large model spaces
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Bayesian variable selection with related predictors
• Variable Selection With the Strong Heredity Constraint and Its Oracle Property
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Regularization and Variable Selection Via the Elastic Net