Variable inclusion and shrinkage algorithms

DOI10.1198/016214508000000481MaRDI QIDQ3069866zbMATH OpenOpenAlexFDO

Authors Peter Radchenko, Gareth M. James

Publication date 1 February 2011

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214508000000481

zbMATH Keywords

Dantzig selectorgeneralized linear modelLassovariable selection

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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Cited in

(27)

• The use of random-effect models for high-dimensional variable selection problems
• Shrinkage averaging estimation
• Sparse principal component analysis via fractional function regularity
• High dimensional single index models
• A group VISA algorithm for variable selection
• Interpretable dimension reduction for classifying functional data
• An extended variable inclusion and shrinkage algorithm for correlated variables
• A new sparse variable selection via random-effect model
• Bias-corrected diagonal discriminant rules for high-dimensional classification
• A generalized Dantzig selector with shrinkage tuning
• Nonsparse learning with latent variables
• Bayesian reciprocal LASSO quantile regression
• L₀-Regularized Learning for High-Dimensional Additive Hazards Regression
• RandGA: injecting randomness into parallel genetic algorithm for variable selection
• Stochastic correlation coefficient ensembles for variable selection
• Improved variable selection with forward-lasso adaptive shrinkage
• Random lasso
• Shrinkage and variable selection by polytopes
• Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data
• Efficient subsampling for high-dimensional data
• Variable selection in subdistribution hazard frailty models with competing risks data
• Sparse partial least-squares regression for high-throughput survival data analysis
• A mixture of local and quadratic approximation variable selection algorithm in nonconcave penalized regression
• Functional linear regression that's interpretable
• Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
• A multivariate adaptive stochastic search method for dimensionality reduction in classification
• Sparse regulatory networks

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