The use of random-effect models for high-dimensional variable selection problems
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Cites work
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- A note on the Lasso and related procedures in model selection
- Are a set of microarrays independent of each other?
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- Classification of gene microarrays by penalized logistic regression
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Data Analysis Using Stein's Estimator and its Generalizations
- Decoding the h-likelihood
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models
- Double Hierarchical Generalized Linear Models (With Discussion)
- Generalized Linear Models with Random Effects
- Grouping pursuit through a regularization solution surface
- scientific article; zbMATH DE number 946661 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Large sample properties of the SCAD-penalized maximum likelihood estimation on high dimen\-sions
- Least angle regression. (With discussion)
- Likelihood-based selection and sharp parameter estimation
- Model Selection and Estimation in Regression with Grouped Variables
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- Nonconcave penalized likelihood with a diverging number of parameters.
- On the adaptive elastic net with a diverging number of parameters
- One-step sparse estimates in nonconcave penalized likelihood models
- Pathwise coordinate optimization
- Regularization and Variable Selection Via the Elastic Net
- Smoothly clipped absolute deviation on high dimensions
- Sparse canonical covariance analysis for high-throughput data
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- Sure independence screening in generalized linear models with NP-dimensionality
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- The Concave-Convex Procedure
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- Variable inclusion and shrinkage algorithms
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- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(14)- Sparse pathway-based prediction models for high-throughput molecular data
- A random-effect model approach for group variable selection
- Covariance components selection in high-dimensional growth curve model with random coefficients
- Multivariate variable selection by means of null-beamforming
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- A penalized h-likelihood variable selection algorithm for generalized linear regression models with random effects
- A new sparse variable selection via random-effect model
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Penalized variable selection in copula survival models for clustered time-to-event data
- Penalized h‐likelihood approach for variable selection in AFT random‐effect models
- Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm
- Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
- Simultaneous Outlier Detection and Prediction for Kriging with True Identification
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