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

DOI10.1080/24754269.2019.1633763OpenAlexW2955526942WikidataQ127555109 ScholiaQ127555109MaRDI QIDQ5880025FDOQ5880025

Huapeng Li, Riquan Zhang, Jicai Liu, Yong Niu

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

• Penalized methods for bi-level variable selection
• Sure independence screening in generalized linear models with NP-dimensionality
• Weak convergence and empirical processes. With applications to statistics
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Feature Screening via Distance Correlation Learning
• Model Selection and Estimation in Regression with Grouped Variables
• A fast unified algorithm for solving group-lasso penalize learning problems
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• The composite absolute penalties family for grouped and hierarchical variable selection
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• A group bridge approach for variable selection
• Consistent group selection in high-dimensional linear regression
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
• Forward Regression for Ultra-High Dimensional Variable Screening
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• An iterative approach to distance correlation-based sure independence screening

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 feature screening for ultra-high dimensional data for the classification model
• Grouped variable screening for ultra-high dimensional data for linear model

Uses Software

• gglasso

This page was built for publication: Group screening for ultra-high-dimensional feature under linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5880025)