A scalable surrogate L₀ sparse regression method for generalized linear models with applications to large scale data
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A scalable surrogate \(L 0\) sparse regression method for generalized linear models with applications to large scale data
A scalable surrogate \(L 0\) sparse regression method for generalized linear models with applications to large scale data
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- scientific article; zbMATH DE number 6982301
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Cites work
- scientific article; zbMATH DE number 1869443 (Why is no real title available?)
- A new look at the statistical model identification
- A significance test for the lasso
- Adaptive conditional feature screening
- Broken adaptive ridge regression and its asymptotic properties
- Coordinate descent algorithms for lasso penalized regression
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- Estimating the dimension of a model
- Exact post-selection inference, with application to the Lasso
- Extended Bayesian information criteria for model selection with large model spaces
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- Heuristics of instability and stabilization in model selection
- Likelihood-based selection and sharp parameter estimation
- Massive parallelization of serial inference algorithms for a complex generalized linear model
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Model-free feature screening for ultrahigh-dimensional data
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regularized quantile regression and robust feature screening for single index models
- Robust rank correlation based screening
- Some Comments on C P
- Strong oracle optimality of folded concave penalized estimation
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The central role of the propensity score in observational studies for causal effects
- The risk inflation criterion for multiple regression
- The sparse MLE for ultrahigh-dimensional feature screening
- Ultrahigh dimensional feature selection: beyond the linear model
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