Group screening for ultra-high-dimensional feature under linear model
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Cites work
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- The composite absolute penalties family for grouped and hierarchical variable selection
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Weak convergence and empirical processes. With applications to statistics
Cited in
(7)- Grouped variable screening for ultra-high dimensional data for linear model
- A model-free conditional screening approach via sufficient dimension reduction
- Projection quantile correlation and its use in high-dimensional grouped variable screening
- Variation of conditional mean and its application in ultrahigh dimensional feature screening
- Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation
- Model-free group screening and FDR control with deep knockoffs
- Grouped feature screening for ultra-high dimensional data for the classification model
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