Variable Selection via Additive Conditional Independence
DOI10.1111/RSSB.12150zbMATH Open1414.62309OpenAlexW2414066840MaRDI QIDQ5378380FDOQ5378380
Authors: Kuang-Yao Lee, Bing Li, Hongyu Zhao 
Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/rssb.12150
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lassoheterogeneityreproducing kernel Hilbert spacesparsityregression operatorvariable selection consistencyadditive covariance operator
Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cited In (13)
- Nonparametric Bayes conditional distribution modeling with variable selection
- Conditional independence testing via weighted partial copulas
- Dimension reduction for functional data based on weak conditional moments
- Conditional Functional Graphical Models
- Nonparametric Functional Graphical Modeling Through Functional Additive Regression Operator
- Learning causal networks via additive faithfulness
- Sufficient variable selection using independence measures for continuous response
- Variable selection for additive model via cumulative ratios of empirical strengths total
- High-dimensional functional graphical model structure learning via neighborhood selection approach
- \textsf{cmenet}: A new method for bi-level variable selection of conditional main effects
- A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI
- Nonparametric and high-dimensional functional graphical models
- Joint estimation of heterogeneous exponential Markov random fields through an approximate likelihood inference
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