A selective overview of feature screening for ultrahigh-dimensional data
DOI10.1007/S11425-015-5062-9zbMATH Open1327.62345OpenAlexW2253799652WikidataQ31037464 ScholiaQ31037464MaRDI QIDQ892795FDOQ892795
Authors: Wei Zhong, Jingyuan Liu, Runze Li
Publication date: 12 November 2015
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4711389
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Cited In (39)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Forward variable selection for ultra-high dimensional quantile regression models
- Authenticated QKD based on orthogonal states
- Variable selection for distributed sparse regression under memory constraints
- Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency
- Model-free conditional independence feature screening for ultrahigh dimensional data
- Ultrahigh dimensional single index model estimation via refitted cross-validation
- Preselection in Lasso-type analysis for ultra-high dimensional genomic exploration
- A generalized knockoff procedure for FDR control in structural change detection
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- The de-biased group Lasso estimation for varying coefficient models
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