Sequential feature screening for generalized linear models with sparse ultra-high dimensional data
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Cites work
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Empirical Bayes estimates for large-scale prediction problems
- Extended BIC for small-\(n\)-large-\(P\) sparse GLM
- Extended Bayesian information criteria for model selection with large model spaces
- Least angle regression. (With discussion)
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Shrinkage estimation of the varying coefficient model
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(5)- The sparse MLE for ultrahigh-dimensional feature screening
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Ultrahigh dimensional feature selection: beyond the linear model
- Building generalized linear models with ultrahigh dimensional features: a sequentially conditional approach
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