The sparse MLE for ultrahigh-dimensional feature screening
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Cites work
- Compressed sensing
- Correlation and Large-Scale Simultaneous Significance Testing
- Empirical Bayes estimates for large-scale prediction problems
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Feature screening via distance correlation learning
- Forward regression for ultra-high dimensional variable screening
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- Iterative hard thresholding for compressed sensing
- Iterative thresholding for sparse approximations
- Matching pursuits with time-frequency dictionaries
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Regularization and Variable Selection Via the Elastic Net
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Simultaneous analysis of Lasso and Dantzig selector
- Statistical significance for genomewide studies
- Sure independence screening in generalized linear models with NP-dimensionality
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(42)- Model-free conditional independence feature screening for ultrahigh dimensional data
- Broken adaptive ridge regression and its asymptotic properties
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
- An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model
- Unified mean-variance feature screening for ultrahigh-dimensional regression
- Model-free feature screening for ultrahigh dimensional classification
- Sequential feature screening for generalized linear models with sparse ultra-high dimensional data
- Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood
- Grouped variable screening for ultra-high dimensional data for linear model
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model
- Ultrahigh dimensional feature selection: beyond the linear model
- Feature selection in finite mixture of sparse normal linear models in high-dimensional feature space
- Marginal empirical likelihood and sure independence feature screening
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
- Conditional distance correlation sure independence screening for ultra-high dimensional survival data
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates
- Model-free forward screening via cumulative divergence
- Optimal minimax variable selection for large-scale matrix linear regression model
- On correlation rank screening for ultra-high dimensional competing risks data
- Statistical inference for nonignorable missing-data problems: a selective review
- Compositional knockoff filter for high‐dimensional regression analysis of microbiome data
- Sure joint feature screening in nonparametric transformation model for right censored data
- Hybrid Hard-Soft Screening for High-dimensional Latent Class Analysis
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions
- Linear screening for high-dimensional computer experiments
- Tuning-free sparse clustering via alternating hard-thresholding
- Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
- Variable screening via conditional martingale difference divergence
- Deep tobit model: an integrated framework for high-dimensional censored regression with variable selection
- Model-free feature screening for ultrahigh dimensional data with responses missing not at random
- Class-Specific Joint Feature Screening in Ultrahigh-Dimensional Mixture Regression
- Distributed variable screening for generalized linear models
- Feature screening for case-cohort studies in the presence of interval censoring
- Network alternating direction method of multipliers for ultrahigh-dimensional decentralised federated learning
- Frequent-voting independence screening for data of different types or different dimensions
- High-dimensional mediation analysis for survival data
- Efficient Distributed Learning over Decentralized Networks with Convoluted Support Vector Machine
- Bayesian iterative screening in ultra-high dimensional linear regressions
- A scalable surrogate L₀ sparse regression method for generalized linear models with applications to large scale data
- A selective overview of feature screening for ultrahigh-dimensional data
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