Statistical challenges with high dimensionality: feature selection in knowledge discovery
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Publication:5491004
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Cited in
(98)- Recovery of partly sparse and dense signals
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Robust variable selection through MAVE
- Profile-kernel likelihood inference with diverging number of parameters
- Simultaneous change point analysis and variable selection in a regression problem
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- Shrinkage and model selection with correlated variables via weighted fusion
- One-step sparse estimates in nonconcave penalized likelihood models
- When do stepwise algorithms meet subset selection criteria?
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- Consistent tuning parameter selection in high dimensional sparse linear regression
- Dealing with big data: comparing dimension reduction and shrinkage regression methods
- GEE analysis of clustered binary data with diverging number of covariates
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Variable selection using penalized empirical likelihood
- Relationship between the optimal solutions of least squares regularized with \(\ell_{0}\)-norm and constrained by \(k\)-sparsity
- Robust rank correlation based screening
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Penalized variable selection in competing risks regression
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem
- Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting
- A two-stage regularization method for variable selection and forecasting in high-order interaction model
- On the ``degrees of freedom of the lasso
- Feature selection when there are many influential features
- Evolution strategies based adaptive \(L_{p}\) LS-SVM
- The essential ability of sparse reconstruction of different compressive sensing strategies
- Model-free conditional independence feature screening for ultrahigh dimensional data
- Variable selection via combined penalization for high-dimensional data analysis
- Regularization in statistics
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Impacts of high dimensionality in finite samples
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Likelihood ratio tests for many groups in high dimensions
- Least squares approximation with a diverging number of parameters
- A framework of irregularity enlightenment for data pre-processing in data mining
- Finding causative genes from high-dimensional data: an appraisal of statistical and machine learning approaches
- On the adaptive elastic net with a diverging number of parameters
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Error variance estimation in ultrahigh-dimensional additive models
- A generalized quantile regression model
- Simultaneous variable selection for heteroscedastic regression models
- A new test for the mean vector in large dimension and small samples
- High-dimensional classification using features annealed independence rules
- Variable selection for generalized varying coefficient models with longitudinal data
- A selective overview of feature screening for ultrahigh-dimensional data
- Variable selection for generalized varying coefficient partially linear models with diverging number of parameters
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
- Simultaneous feature selection and clustering based on square root optimization
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- Composite quantile regression and the oracle model selection theory
- A unified approach to model selection and sparse recovery using regularized least squares
- On penalized estimation for dynamical systems with small noise
- Robust variable selection for finite mixture regression models
- Statistical significance of the Netflix challenge
- Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
- Estimation and variable selection for generalized additive partial linear models
- Testing for independence of large dimensional vectors
- Kronecker delta method for testing independence between two vectors in high-dimension
- A permutational-splitting sample procedure to quantify expert opinion on clusters of chemical compounds using high-dimensional data
- scientific article; zbMATH DE number 7594592 (Why is no real title available?)
- New robust variable selection methods for linear regression models
- A new variable selection method for uniform designs
- Tuning parameter selection in penalized generalized linear models for discrete data
- Graph-based spatial segmentation of areal data
- High-dimensional Varying Index Coefficient Quantile Regression Model
- Different thresholding methods on Nearest Shrunken Centroid algorithm
- Variable Selection With Second-Generation P-Values
- COMBSS: best subset selection via continuous optimization
- Online capacity planning for rehabilitation treatments: an approximate dynamic programming approach
- Sure independence screening for analyzing supersaturated designs
- Variable selection using \(L_q\) penalties
- Regularized bridge-type estimation with multiple penalties
- Statistical plasmode simulations-potentials, challenges and recommendations
- Features Selection as a Nash-Bargaining Solution: Applications in Online Advertising and Information Systems
- Solving constrained nonsmooth group sparse optimization via group Capped-\(\ell_1\) relaxation and group smoothing proximal gradient algorithm
- Jackknife model averaging for high‐dimensional quantile regression
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error
- Shrinkage quantile regression for panel data with multiple structural breaks
- Computation of second-order directional stationary points for group sparse optimization
- Variable selection techniques after multiple imputation in high-dimensional data
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies
- A high-dimensional classification rule using sample covariance matrix equipped with adjusted estimated eigenvalues
- Linear spectral statistics of sequential sample covariance matrices
- Fluctuations of the diagonal entries of a large sample precision matrix
- Design of input assignment and feedback gain for re‐stabilizing undirected networks with High‐Dimension Low‐Sample‐Size data
- Monitoring of group-structured high-dimensional processes via sparse group Lasso
- Consistent significance controlled variable selection in high-dimensional regression
- Likelihood ratio tests under model misspecification in high dimensions
- On the use of cross-validation for the calibration of the adaptive Lasso
- Continuous exact relaxation and alternating proximal gradient algorithm for partial sparse and partial group sparse optimization problems
- Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions
- Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
- A combination model of robust principal component analysis and multiple kernel learning for cancer patient stratification
- Statistical quality control using image intelligence: A sparse learning approach
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