Variable screening for Lasso based on multidimensional indexing

DOI10.1007/S10618-023-00950-8MaRDI QIDQ6535782zbMATH OpenFDO

Authors Barbara Żogała-Siudem, Szymon Jaroszewicz

Publication date 20 February 2024

Published in Data Mining and Knowledge Discovery (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10618-023-00950-8

zbMATH Keywords

Lassolinear regressionopen datavariable screening

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical aspects of big data and data science (62R07)

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Cites work

• A safe reinforced feature screening strategy for Lasso based on feasible solutions
• Adaptive Lasso for sparse high-dimensional regression models
• Combined \(\ell_1\) and greedy \(\ell_0\) penalized least squares for linear model selection
• Consistent Variable Selection in Linear Models
• Extended Bayesian information criteria for model selection with large model spaces
• False discoveries occur early on the Lasso path
• Fast stepwise regression based on multidimensional indexes
• Gap safe screening rules for sparsity enforcing penalties
• scientific article; zbMATH DE number 1775450 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Least angle regression. (With discussion)
• Multidimensional binary search trees used for associative searching
• Optimization with sparsity-inducing penalties
• Statistics for high-dimensional data. Methods, theory and applications.
• Strong Rules for Discarding Predictors in Lasso-Type Problems
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Sure screening by ranking the canonical correlations
• Ultrahigh dimensional feature selection: beyond the linear model

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