Variable selection in high-dimensional sparse multiresponse linear regression models
From MaRDI portal
Publication:779699
DOI10.1007/S00362-018-0989-XzbMATH Open1443.62201OpenAlexW2791834447MaRDI QIDQ779699FDOQ779699
Authors: Shan Luo 
Publication date: 14 July 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-018-0989-x
Recommendations
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- A stepwise regression method and consistent model selection for highdimensional sparse linear models
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
- Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
- Variable selection using stepdown procedures in high-dimensional linear models
Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
Cites Work
- Least angle regression. (With discussion)
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- Bootstrap and wild bootstrap for high dimensional linear models
- Boosting for high-dimensional linear models
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- Input selection and shrinkage in multiresponse linear regression
- A stepwise regression method and consistent model selection for highdimensional sparse linear models
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- Weak greedy algorithms
- Algorithms for simultaneous sparse approximation. I: Greedy pursuit
- Predictive performance of linear regression models
- Support union recovery in high-dimensional multivariate regression
- Joint estimation of sparse multivariate regression and conditional graphical models
- Vector greedy algorithms
- Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
- Integrative analysis and variable selection with multiple high-dimensional data sets
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
Cited In (24)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- SPReM: sparse projection regression model for high-dimensional linear regression
- Variable selection in multivariate linear models for functional data via sparse regularization
- Input selection and shrinkage in multiresponse linear regression
- Variable selection and collinearity processing for multivariate data via row-elastic-net regularization
- Efficient test-based variable selection for high-dimensional linear models
- A stepwise regression method and consistent model selection for highdimensional sparse linear models
- Selection of sparse vine copulas in high dimensions with the Lasso
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- Variable selection in high-dimensional partly linear additive models
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
- Variable selection in sparse regression with quadratic measurements
- Variable selection in sparse GLARMA models
- Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
- High-dimensional regression and variable selection using CAR scores
- Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association
- Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
- Variable selection for sparse high-dimensional nonlinear regression models by combining nonnegative garrote and sure independence screening
- Consistent tuning parameter selection in high dimensional sparse linear regression
- Signal extraction approach for sparse multivariate response regression
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
- Feature selection by canonical correlation search in high-dimensional multiresponse models with complex group structures
This page was built for publication: Variable selection in high-dimensional sparse multiresponse linear regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q779699)
