Linear screening for high-dimensional computer experiments
From MaRDI portal
(Redirected from Publication:6541710)
Cites work
- Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction
- Best subset selection via a modern optimization lens
- Better subset regression
- Feature screening via distance correlation learning
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 2231192 (Why is no real title available?)
- Invisible in the storm. The role of mathematics in understanding weather
- Martingale difference correlation and its use in high-dimensional variable screening
- Model-free conditional screening via conditional distance correlation
- Model-free feature screening for ultrahigh-dimensional data
- Model-free sure screening via maximum correlation
- Multiresolution functional ANOVA for large-scale, many-input computer experiments
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- On constrained and regularized high-dimensional regression
- On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The design and analysis of computer experiments
- The fused Kolmogorov filter: a nonparametric model-free screening method
- The sparse MLE for ultrahigh-dimensional feature screening
This page was built for publication: Linear screening for high-dimensional computer experiments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541710)
