Ultrahigh dimensional feature selection: beyond the linear model
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Cited in
(only showing first 100 items - show all)- Conditional distance correlation screening for sparse ultrahigh-dimensional models
- Robust feature screening via Grothendieck's correlation with FDR control
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates
- Adjusted feature screening for ultra-high dimensional missing response
- Support vector machine in ultrahigh-dimensional feature space
- Ranking-based variable selection for high-dimensional data
- An iterative approach to distance correlation-based sure independence screening
- Feature selection when there are many influential features
- Sparse vertex discriminant analysis: variable selection for biomedical classification applications
- Model-free latent confounder-adjusted feature selection with FDR control
- A tree approach for variable selection and its random forest
- Partial correlation screening for varying coefficient models
- UPS delivers optimal phase diagram in high-dimensional variable selection
- A scalable surrogate L₀ sparse regression method for generalized linear models with applications to large scale data
- Sure independence screening for real medical Poisson data
- Network alternating direction method of multipliers for ultrahigh-dimensional decentralised federated learning
- A general framework for penalized mixed-effects multitask learning with applications on DNA methylation surrogate biomarkers creation
- A stepwise regression algorithm for high-dimensional variable selection
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Group feature screening via the F statistic
- Statistical inference for regression with imputed binary covariates with application to emotion recognition
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Feature selection for high-dimensional varying coefficient models via ordinary least squares projection
- Model-free conditional independence feature screening for ultrahigh dimensional data
- Model-free feature screening for ultrahigh dimensional censored regression
- A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
- Feature Screening with Conditional Rank Utility for Big-Data Classification
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Partial least squares regression with conditional orthogonal projection for variable selection
- Model-free sure screening via maximum correlation
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables
- Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency
- Portal nodes screening for large scale social networks
- Robust feature screening for high-dimensional survival data
- A note on marginal correlation based screening
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Asset selection based on high frequency Sharpe ratio
- Ultrahigh dimensional single index model estimation via refitted cross-validation
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- scientific article; zbMATH DE number 7750673 (Why is no real title available?)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Hypothesis testing sure independence screening for nonparametric regression
- A note on quantile feature screening via distance correlation
- Inference for High-Dimensional Censored Quantile Regression
- Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review
- Air-HOLP: adaptive regularized feature screening for high dimensional correlated data
- Correlation rank screening for ultrahigh-dimensional survival data
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Debiasing the Lasso: optimal sample size for Gaussian designs
- scientific article; zbMATH DE number 6378115 (Why is no real title available?)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- Conditional variable screening for ultra-high dimensional longitudinal data with time interactions
- Feature filter for estimating central mean subspace and its sparse solution
- Robust rank correlation based screening
- The sparse MLE for ultrahigh-dimensional feature screening
- Censored composite conditional quantile screening for high-dimensional survival data
- Category-adaptive variable screening for ultra-high dimensional heterogeneous categorical data
- Model-free feature screening via a modified composite quantile correlation
- A general framework for tensor screening through smoothing
- Cluster feature selection in high-dimensional linear models
- Nonparametric screening for additive quantile regression in ultra-high dimension
- Model-free slice screening for ultrahigh-dimensional survival data
- On correlation rank screening for ultra-high dimensional competing risks data
- scientific article; zbMATH DE number 7306908 (Why is no real title available?)
- A projection-based feature screening method for multiple responses
- Correlated component regression: re-thinking regression in the presence of near collinearity
- Feature screening and error variance estimation for ultrahigh-dimensional linear model with measurement errors
- Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data
- A selective overview of feature screening methods with applications to neuroimaging data
- Zero-inflated modeling. II: Zero-inflated models for complex data structures
- The fused Kolmogorov filter: a nonparametric model-free screening method
- scientific article; zbMATH DE number 7370575 (Why is no real title available?)
- Forward regression for Cox models with high-dimensional covariates
- An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model
- Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
- Model‐free conditional screening for ultrahigh‐dimensional survival data via conditional distance correlation
- Model-Free Conditional Feature Screening with FDR Control
- A General Framework of Nonparametric Feature Selection in High-Dimensional Data
- A dynamic screening algorithm for hierarchical binary marketing data
- Sure joint feature screening in nonparametric transformation model for right censored data
- The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data
- A nonparametric procedure for linear and nonlinear variable screening
- Making decision trees feasible in ultrahigh feature and label dimensions
- Ultrahigh dimensional feature screening for additive model with multivariate response
- On Sure Screening with Multiple Responses
- Asymptotic Properties of Marginal Least-Square Estimator for Ultrahigh-Dimensional Linear Regression Models with Correlated Errors
- Ultra-high-dimensional threshold selection for quantile feature screening with false discovery rate error rate control: a case study on high blood pressure analysis
- Frequent-voting independence screening for data of different types or different dimensions
- Variance estimation based on blocked 3 2 cross-validation in high-dimensional linear regression
- Feature screening for ultrahigh-dimensional data via the adapted sliced Wasserstein correlation coefficient
- On selecting interacting features from high-dimensional data
- Tight conditions for consistency of variable selection in the context of high dimensionality
- Structure learning via unstructured kernel-based M-estimation
- An efficient model-free approach to interaction screening for high dimensional data
- Interaction screening for high-dimensional heterogeneous data via robust hybrid metrics
- Unified mean-variance feature screening for ultrahigh-dimensional regression
- Clustering High-Dimensional Data via Feature Selection
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