Pages that link to "Item:Q4632602"

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

Displaying 50 items.

• Cross‐validation and peeling strategies for survival bump hunting using recursive peeling methods (Q4970180) (← links)
• Pruning variable selection ensembles (Q4970243) (← links)
• Weighted linear programming discriminant analysis for high‐dimensional binary classification (Q4970346) (← links)
• (Q4986368) (← links)
• (Q4986376) (← links)
• Copula-based Partial Correlation Screening: a Joint and Robust Approach (Q4986377) (← links)
• A model-free conditional screening approach via sufficient dimension reduction (Q4988818) (← links)
• Supervised <i>t</i>-Distributed Stochastic Neighbor Embedding for Data Visualization and Classification (Q4995088) (← links)
• (Q4998957) (← links)
• (Q5004054) (← links)
• Modified martingale difference correlations (Q5012350) (← links)
• Screening Rules and its Complexity for Active Set Identification (Q5026418) (← links)
• ISLET: Fast and Optimal Low-Rank Tensor Regression via Importance Sketching (Q5027035) (← links)
• Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
• A novel bagging approach for variable ranking and selection via a mixed importance measure (Q5036437) (← links)
• Sure independence screening for real medical Poisson data (Q5036508) (← links)
• Robust feature screening for high-dimensional survival data (Q5036548) (← links)
• A sure independence screening procedure for ultra-high dimensional partially linear additive models (Q5036612) (← links)
• Projection correlation between scalar and vector variables and its use in feature screening with multi-response data (Q5036832) (← links)
• Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data (Q5036899) (← links)
• Variable selection under multicollinearity using modified log penalty (Q5036976) (← links)
• On Sure Screening with Multiple Responses (Q5037785) (← links)
• Efficient kernel-based variable selection with sparsistency (Q5037806) (← links)
• Consistent Screening Procedures in High-dimensional Binary Classification (Q5037818) (← links)
• Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835) (← links)
• A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications (Q5040479) (← links)
• Data-guided Treatment Recommendation with Feature Scores (Q5040488) (← links)
• <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
• Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index (Q5040534) (← links)
• Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
• Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail (Q5041338) (← links)
• Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data (Q5041348) (← links)
• Nonparametric independence feature screening for ultrahigh-dimensional missing data (Q5042161) (← links)
• Model-free survival conditional feature screening (Q5042162) (← links)
• Variance-estimation-free test of significant covariates in high-dimensional regression (Q5042192) (← links)
• Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association (Q5044698) (← links)
• Scalable inference for high-dimensional precision matrix (Q5046808) (← links)
• Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
• A nonparametric procedure for linear and nonlinear variable screening (Q5051330) (← links)
• (Q5053172) (← links)
• (Q5053252) (← links)
• Features Selection as a Nash-Bargaining Solution: Applications in Online Advertising and Information Systems (Q5057996) (← links)
• Nonlinear Variable Selection via Deep Neural Networks (Q5066407) (← links)
• MIP-BOOST: Efficient and Effective <i>L</i>₀ Feature Selection for Linear Regression (Q5066443) (← links)
• Least-Square Approximation for a Distributed System (Q5066485) (← links)
• Adjusting systematic bias in high dimensional principal component scores (Q5066782) (← links)
• Ultrahigh-dimensional sufficient dimension reduction for censored data with measurement error in covariates (Q5073386) (← links)
• Variance ratio screening for ultrahigh dimensional discriminant analysis (Q5075472) (← links)
• Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data (Q5077985) (← links)
• Variance estimation for sparse ultra-high dimensional varying coefficient models (Q5078417) (← links)