Feature selection by canonical correlation search in high-dimensional multiresponse models with complex group structures
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Publication:5120660
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Cites work
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- Boosting for high-dimensional linear models
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Extended Bayesian information criteria for model selection with large model spaces
- Feature screening via distance correlation learning
- Forward regression for ultra-high dimensional variable screening
- Greed is Good: Algorithmic Results for Sparse Approximation
- Group variable selection via a hierarchical lasso and its oracle property
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Interaction pursuit in high-dimensional multi-response regression via distance correlation
- Least angle regression. (With discussion)
- Logistic Bayesian LASSO for identifying association with rare haplotypes and application to age-related macular degeneration
- Model Selection and Estimation in Regression with Grouped Variables
- Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
- Nearly unbiased variable selection under minimax concave penalty
- Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
- Penalized logistic regression for detecting gene interactions
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
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- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Support union recovery in high-dimensional multivariate regression
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(9)- Interaction screening via canonical correlation
- A sequential approach to feature selection in high-dimensional additive models
- Sequential interaction group selection by the principle of correlation search for high-dimensional interaction models
- Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models
- Conditional characteristic feature screening for massive imbalanced data
- Bayesian Partial Reduced-Rank Regression
- Iterative sequential screening strategies for sparse recovery with computational advantages
- A model-free multivariate non-recursive feature elimination for feature selection on high-dimensional complex multiple response data
- Adaptive analysis of the heteroscedastic multivariate regression modeling
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