scientific article; zbMATH DE number 7750671
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Publication:6073210
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Cites work
- 10.1162/153244303322753616
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- Brownian distance covariance
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Exact post-selection inference, with application to the Lasso
- Feature screening via distance correlation learning
- Feature selection via dependence maximization
- High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
- scientific article; zbMATH DE number 107482 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Large-scale kernel methods for independence testing
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Model-Free Feature Screening and FDR Control With Knockoff Features
- Nearly unbiased variable selection under minimax concave penalty
- Quadratic programming feature selection
- Regularization and Variable Selection Via the Elastic Net
- Sparsity and Smoothness Via the Fused Lasso
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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