Variable selection via combined penalization for high-dimensional data analysis
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Cites work
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- A Statistical View of Some Chemometrics Regression Tools
- Better Subset Regression Using the Nonnegative Garrote
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- Heuristics of instability and stabilization in model selection
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- Ideal spatial adaptation by wavelet shrinkage
- Least angle regression. (With discussion)
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- Regularization of Wavelet Approximations
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- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(27)- High-dimensional pseudo-logistic regression and classification with applications to gene expression data
- Stabilizing the Lasso against cross-validation variability
- Estimating mutual information for feature selection in the presence of label noise
- Simultaneous dimension reduction and variable selection in modeling high dimensional data
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- False discovery control for penalized variable selections with high-dimensional covariates
- High dimensional single index models
- Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis
- Designing penalty functions in high dimensional problems: the role of tuning parameters
- Integrative analysis and variable selection with multiple high-dimensional data sets
- Combined-penalized likelihood estimations with a diverging number of parameters
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- High Dimensional Variable Selection via Tilting
- High-dimensional data analysis: selection of variables, data compression and graphics -- application to gene expression
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure
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- Drawing inferences for high-dimensional linear models: a selection-assisted partial regression and smoothing approach
- A stepwise regression algorithm for high-dimensional variable selection
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
- The sparse Laplacian shrinkage estimator for high-dimensional regression
- One-step sparse ridge estimation with folded concave penalty
- A comparison between penalized logistic regressions and classification tree approaches
- A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations
- Strong metric subregularity and quadratic growth condition for a regularization problem with the SCAD penalty function
- Testing significance of features by lassoed principal components
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