SIS

swMATH8182CRANSISMaRDI QIDQ20192FDOQ20192

Sure Independence Screening

Diego Franco Saldana, Jianqing Fan, Richard Samworth, Yichao Wu, Yang Feng

Last update: 27 January 2020

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.8-8

Source code repository: https://github.com/cran/SIS

Cites work

• Sure independence screening in generalized linear models with NP-dimensionality
• High-dimensional variable selection for Cox’s proportional hazards model
• Sure Independence Screening for Ultrahigh Dimensional Feature Space

Cited In (15)

• An iterative approach to distance correlation-based sure independence screening
• RsqMed
• misspi
• Sure independence screening for real medical Poisson data
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions
• ARGONAUT: algorithms for global optimization of constrained grey-box computational problems
• Majorization-minimization algorithms for nonsmoothly penalized objective functions
• Dynamic tilted current correlation for high dimensional variable screening
• Markov Neighborhood Regression for High-Dimensional Inference
• Ranking-Based Variable Selection for high-dimensional data
• Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
• A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
• crossurr
• gfiUltra
• SILM

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