Variable selection for categorical response: a comparative study
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Cites work
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian Estimation and Comparison of Moment Condition Models
- Benchmark priors for Bayesian model averaging.
- Dirichlet Lasso: A Bayesian approach to variable selection
- Empirical Bayes Gibbs sampling
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- High dimensional ordinary least squares projection for screening variables
- scientific article; zbMATH DE number 1034042 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Marginal empirical likelihood and sure independence feature screening
- Marginal Likelihood from the Gibbs Output
- Model-free conditional screening via conditional distance correlation
- Modeling Multiple Time-Varying Related Groups: A Dynamic Hierarchical Bayesian Approach With an Application to the Health and Retirement Study
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric regression using Bayesian variable selection
- On the robustness of the adaptive Lasso to model misspecification
- Regularization and Variable Selection Via the Elastic Net
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Bayesian elastic net
- The Bayesian Lasso
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- Variable selection for regression models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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