Variable selection using adaptive nonlinear interaction structures in high dimensions

DOI10.1198/JASA.2010.TM10130zbMATH Open1388.62212OpenAlexW2076349866MaRDI QIDQ5255693FDOQ5255693

Authors: Peter Radchenko, Gareth M. James 

Publication date: 17 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.tm10130

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zbMATH Keywords

regularizationnonlinear regressionheredity structure

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (45)

• HiQR: an efficient algorithm for high-dimensional quadratic regression with penalties
• Nonparametric Interaction Selection
• A sparse additive model for high-dimensional interactions with an exposure variable
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• A two-stage regularization method for variable selection and forecasting in high-order interaction model
• A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint
• Joint semiparametric kernel network regression
• Block-wise primal-dual algorithms for large-scale doubly penalized ANOVA modeling
• Hierarchical sparse modeling: a choice of two group Lasso formulations
• An analysis of penalized interaction models
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components
• High dimensional single index models
• Grouped variable selection with discrete optimization: computational and statistical perspectives
• Efficient kernel-based variable selection with sparsistency
• Sensitivity analysis in classification using Bayesian smoothing spline ANOVA probit regression
• The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data
• A nonparametric procedure for linear and nonlinear variable screening
• Group Regularized Estimation Under Structural Hierarchy
• Structure learning via unstructured kernel-based M-estimation
• A hierarchical integrative group least absolute shrinkage and selection operator for analyzing environmental mixtures
• Selection of nonlinear interactions by a forward stepwise algorithm: application to identifying environmental chemical mixtures affecting health outcomes
• A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure
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• Nonparametric feature screening for interaction effects in ultrahigh-dimensional survival data
• A lasso for hierarchical interactions
• High-dimensional local linear regression under sparsity and convex losses
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
• A joint estimation for the high-dimensional regression modeling on stratified data
• Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies
• Using the EM algorithm for Bayesian variable selection in logistic regression models with related covariates
• Model selection for functional linear regression with hierarchical structure
• Sparse Additive Ordinary Differential Equations for Dynamic Gene Regulatory Network Modeling
• Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression
• Learning general sparse additive models from point queries in high dimensions
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• Variable Selection Via Thompson Sampling
• Adaptive variable selection in nonparametric sparse additive models
• Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression
• Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems
• Estimating the health effects of environmental mixtures using Bayesian semiparametric regression and sparsity inducing priors
• GRID: a variable selection and structure discovery method for high dimensional nonparametric regression
• Penalized likelihood and Bayesian function selection in regression models
• Coordinate descent based hierarchical interactive Lasso penalized logistic regression and its application to classification problems

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