Pages that link to "Item:Q5378148"
From MaRDI portal
The following pages link to High Dimensional Ordinary Least Squares Projection for Screening Variables (Q5378148):
Displaying 35 items.
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Partition-based feature screening for categorical data via RKHS embeddings (Q830506) (← links)
- Network-based feature screening with applications to genome data (Q1624846) (← links)
- Covariance-insured screening (Q1727857) (← links)
- On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
- Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
- Interaction screening via canonical correlation (Q2095771) (← links)
- Uniform joint screening for ultra-high dimensional graphical models (Q2196128) (← links)
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization (Q2203408) (← links)
- Dynamic tilted current correlation for high dimensional variable screening (Q2222224) (← links)
- Grouped variable screening for ultra-high dimensional data for linear model (Q2291335) (← links)
- A fast adaptive Lasso for the cox regression via safe screening rules (Q3389652) (← links)
- Cluster feature selection in high-dimensional linear models (Q4603581) (← links)
- Efficient kernel-based variable selection with sparsistency (Q5037806) (← links)
- Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data (Q5041348) (← links)
- Scalable inference for high-dimensional precision matrix (Q5046808) (← links)
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
- Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems (Q5881153) (← links)
- Two‐stage penalized regression screening to detect biomarker–treatment interactions in randomized clinical trials (Q6055537) (← links)
- Threshold Selection in Feature Screening for Error Rate Control (Q6077570) (← links)
- Cross-Trait Prediction Accuracy of Summary Statistics in Genome-Wide Association Studies (Q6079774) (← links)
- RaSE: A Variable Screening Framework via Random Subspace Ensembles (Q6107221) (← links)
- Scalable and efficient inference via CPE (Q6107593) (← links)
- Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach (Q6146173) (← links)
- Conditional characteristic feature screening for massive imbalanced data (Q6157042) (← links)
- Variable selection for categorical response: a comparative study (Q6177005) (← links)
- Structure learning via unstructured kernel-based M-estimation (Q6184881) (← links)
- A data-driven approach to conditional screening of high-dimensional variables (Q6539179) (← links)
- High-dimensional variable screening under multicollinearity (Q6541558) (← links)
- Nonparametric augmented probability weighting with sparsity (Q6554241) (← links)
- Are Latent Factor Regression and Sparse Regression Adequate? (Q6567903) (← links)
- Screen then select: a strategy for correlated predictors in high-dimensional quantile regression (Q6570338) (← links)
- Support recovery of Gaussian graphical model with false discovery rate control (Q6594996) (← links)
- A selective overview of feature screening methods with applications to neuroimaging data (Q6600362) (← links)
- Robust group variable screening based on maximum Lq-likelihood estimation (Q6628221) (← links)
