Variable Selection With the Strong Heredity Constraint and Its Oracle Property
From MaRDI portal
Publication:5254961
DOI10.1198/jasa.2010.tm08281zbMath1320.62171OpenAlexW2077653218MaRDI QIDQ5254961
William Li, Ji Zhu, Nam Hee Choi
Publication date: 11 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2010.tm08281
Related Items
Variable selection for functional linear models with strong heredity constraint, Efficient kernel-based variable selection with sparsistency, An analysis of penalized interaction models, Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression, Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies, Robust gene–environment interaction analysis using penalized trimmed regression, Bayesian variable selection with strong heredity constraints, Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes, Unnamed Item, A lasso for hierarchical interactions, Nonparametric Interaction Selection, Unnamed Item, Model selection for functional linear regression with hierarchical structure, A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint, A Note on High-Dimensional Linear Regression With Interactions, Variable Selection in Regression-Based Estimation of Dynamic Treatment Regimes, Gene-environment interaction analysis under the Cox model, 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, A sparse additive model for high-dimensional interactions with an exposure variable, Unified model-free interaction screening via CV-entropy filter, Unnamed Item, GRID: a variable selection and structure discovery method for high dimensional nonparametric regression, Hierarchical sparse modeling: a choice of two group Lasso formulations, Automatic grouping using smooth-threshold estimating equations, Coordinate descent based hierarchical interactive Lasso penalized logistic regression and its application to classification problems, A two-stage regularization method for variable selection and forecasting in high-order interaction model, Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates, Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression, Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials, Factor Selection and Structural Identification in the Interaction ANOVA Model, Structured variable selection and estimation, Learning general sparse additive models from point queries in high dimensions, Bayesian Lasso with Effect Heredity Principle, Group Regularized Estimation Under Structural Hierarchy, Quantile index coefficient model with variable selection, The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data, Using the EM algorithm for Bayesian variable selection in logistic regression models with related covariates, Model Selection for High-Dimensional Quadratic Regression via Regularization, Interaction Screening for Ultrahigh-Dimensional Data, Bayesian feature interaction selection for factorization machines, VCSEL: prioritizing SNP-set by penalized variance component selection, An easy-to-implement hierarchical standardization for variable selection under strong heredity constraint, High dimensional single index models
