Trace pursuit variable selection for multi-population data
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Cites work
- A distribution-based Lasso for a general single-index model
- A note on shrinkage sliced inverse regression
- A semiparametric approach to dimension reduction
- An Adaptive Estimation of Dimension Reduction Space
- Better Subset Regression Using the Nonnegative Garrote
- Comment
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Correlation pursuit: forward stepwise variable selection for index models
- Efficient estimation in sufficient dimension reduction
- Extended Bayesian information criteria for model selection with large model spaces
- Forward regression for ultra-high dimensional variable screening
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Likelihood-based sufficient dimension reduction
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- New approaches to model-free dimension reduction for bivariate regression
- On dimension folding of matrix- or array-valued statistical objects
- On Directional Regression for Dimension Reduction
- On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
- Optimal sufficient dimension reduction in regressions with categorical predictors
- Partial central subspace and sliced average variance estimation
- Sequential sufficient dimension reduction for large \(p\), small \(n\) problems
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
- Sliced Inverse Regression for Dimension Reduction
- Sliced Inverse Regression with Regularizations
- Sparse sufficient dimension reduction
- Sufficient dimension reduction in regressions with categorical predictors
- Sufficient dimension reduction through discretization-expectation estimation
- Testing predictor contributions in sufficient dimension reduction.
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable selection for general index models via sliced inverse regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Von Mises calculus for statistical functionals
Cited in
(5)- Evaluation of Trace Evidence in the Form of Multivariate Data
- On dual model-free variable selection with two groups of variables
- Variable importance assessments and backward variable selection for multi-sample problems
- Multi-population sufficient dimension reduction
- Dimension reduction based linear surrogate variable approach for model free variable selection
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