Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions

DOI10.1016/J.JSPI.2023.01.004MaRDI QIDQ6101702zbMATH OpenOpenAlexFDO

Authors Yuyang Liu, Shan Luo

Publication date 20 June 2023

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2023.01.004

zbMATH Keywords

additive modelsfeature selectionheterogeneous frequencysequential procedureultrahigh-dimensionalityweighted sum of squared conditional correlations

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• $\ell_1$ Trend Filtering
• Additive model selection
• Additive models with trend filtering
• Additive regression and other nonparametric models
• Feature screening via distance correlation learning
• Generalized Additive Modeling with Implicit Variable Selection by Likelihood‐Based Boosting
• High-dimensional additive modeling
• Measuring and testing dependence by correlation of distances
• Model-free feature screening for ultrahigh-dimensional data
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Projection correlation between two random vectors
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Splines in higher order TV regularization
• Statistical challenges with high dimensionality: feature selection in knowledge discovery
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Variable selection in nonparametric additive models

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