Group screening for ultra-high-dimensional feature under linear model

DOI10.1080/24754269.2019.1633763MaRDI QIDQ5880025OpenAlexWikidataFDO

Authors Yong Niu, Riquan Zhang, Jicai Liu, Huapeng Li

Publication date 7 March 2023

Published in Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/24754269.2019.1633763

zbMATH Keywords

linear modelsure screening propertygroup screeningultra-high-dimensional

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20)

Cites work

• A fast unified algorithm for solving group-lasso penalize learning problems
• A group bridge approach for variable selection
• An iterative approach to distance correlation-based sure independence screening
• Consistent group selection in high-dimensional linear regression
• Feature screening via distance correlation learning
• Forward regression for ultra-high dimensional variable screening
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• Martingale difference correlation and its use in high-dimensional variable screening
• Model Selection and Estimation in Regression with Grouped Variables
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Penalized methods for bi-level variable selection
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Sure independence screening in generalized linear models with NP-dimensionality
• 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

(5)

• A model-free conditional screening approach via sufficient dimension reduction
• Projection quantile correlation and its use in high-dimensional grouped variable screening
• Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation
• Grouped variable screening for ultra-high dimensional data for linear model
• Grouped feature screening for ultra-high dimensional data for the classification model

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Uses Software

• gglasso

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