Variable selection for classification and regression in large p, small n problems

DOI10.1007/978-1-4614-1966-2_10MaRDI QIDQ5259031zbMATH OpenOpenAlexFDO

Authors Wei-Yin Loh

Publication date 24 June 2015

Published in Probability Approximations and Beyond (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-1966-2_10

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Nonparametric Variable Selection: The EARTH Algorithm
• 10.1162/153244303322753616
• A new variable selection approach using random forests
• Model-Free Variable Selection
• Variable selection for binary classification in large dimensions: comparisons and application to microarray data

Cited in

(17)

• Random forest and variable importance rankings for correlated survival data, with applications to tooth loss
• A new variable selection approach using random forests
• Variable selection and importance in presence of high collinearity: an application to the prediction of lean body mass from multi-frequency bioelectrical impedance
• Nonparametric variable selection and classification: the CATCH algorithm
• Why significant variables aren't automatically good predictors
• Significance analysis for pairwise variable selection in classification
• Large numbers of explanatory variables: a probabilistic assessment
• Variable selection for binary classification in large dimensions: comparisons and application to microarray data
• Facilitating high-dimensional transparent classification via empirical Bayes variable selection
• Using random subspace method for prediction and variable importance assessment in linear regression
• Sparse partitioning: nonlinear regression with binary or tertiary predictors, with application to association studies
• Studying contributions of variables to classification
• Robust VIF regression with application to variable selection in large data sets
• Ensembling classification models based on phalanxes of variables with applications in drug discovery
• Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction
• Canonical variates for recursive partitioning in data mining
• Performances of some high dimensional regression methods

This page was built for publication: Variable selection for classification and regression in large \(p\), small \(n\) problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5259031)