Pages that link to "Item:Q4632602"

The following pages link to Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602):

Displaying 50 items.

• Regularized principal components of heritability (Q2259728) (← links)
• Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
• Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
• Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
• Sufficient variable selection using independence measures for continuous response (Q2274957) (← links)
• Robust feature screening for elliptical copula regression model (Q2274965) (← links)
• Consistency of Bayesian linear model selection with a growing number of parameters (Q2276179) (← links)
• Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
• Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
• Sign-based test for mean vector in high-dimensional and sparse settings (Q2287782) (← links)
• A high-dimensional spatial rank test for two-sample location problems (Q2291328) (← links)
• Grouped variable screening for ultra-high dimensional data for linear model (Q2291335) (← links)
• Estimating the rate constant from biosensor data via an adaptive variational Bayesian approach (Q2291491) (← links)
• Test for conditional independence with application to conditional screening (Q2293386) (← links)
• Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
• GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
• Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model (Q2300527) (← links)
• Feature screening for ultrahigh-dimensional additive logistic models (Q2301064) (← links)
• Selective inference via marginal screening for high dimensional classification (Q2303502) (← links)
• Discovering model structure for partially linear models (Q2304237) (← links)
• Error density estimation in high-dimensional sparse linear model (Q2304251) (← links)
• Penalized full likelihood approach to variable selection for Cox's regression model under nested case-control sampling (Q2308438) (← links)
• Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data (Q2313277) (← links)
• Sure independence screening in ultrahigh dimensional generalized additive models (Q2317245) (← links)
• Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
• A two-stage sparse logistic regression for optimal gene selection in high-dimensional microarray data classification (Q2324259) (← links)
• False discovery control for penalized variable selections with high-dimensional covariates (Q2324959) (← links)
• A knockoff filter for high-dimensional selective inference (Q2328050) (← links)
• Subjective Bayesian testing using calibrated prior probabilities (Q2330492) (← links)
• Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← links)
• Robust sufficient dimension reduction via ball covariance (Q2337328) (← links)
• Variable selection for covariate adjusted regression model (Q2341591) (← links)
• Random projections as regularizers: learning a linear discriminant from fewer observations than dimensions (Q2353006) (← links)
• ARGONAUT: algorithms for global optimization of constrained grey-box computational problems (Q2359400) (← links)
• Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates (Q2361478) (← links)
• Stable prediction in high-dimensional linear models (Q2361487) (← links)
• Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
• Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
• Sure screening by ranking the canonical correlations (Q2398078) (← links)
• The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data (Q2405946) (← links)
• Model-free feature screening via a modified composite quantile correlation (Q2407077) (← links)
• Model free feature screening with dependent variable in ultrahigh dimensional binary classification (Q2407775) (← links)
• Penalized empirical likelihood for semiparametric models with a diverging number of parameters (Q2409625) (← links)
• A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis (Q2416778) (← links)
• Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
• Feature screening in ultrahigh-dimensional varying-coefficient Cox model (Q2418519) (← links)
• Optimal estimation of direction in regression models with large number of parameters (Q2422875) (← links)
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
• Sufficient dimension reduction on marginal regression for gaps of recurrent events (Q2443253) (← links)
• Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood (Q2447659) (← links)