High-dimensional variable selection via low-dimensional adaptive learning
From MaRDI portal
Publication:2044323
DOI10.1214/21-EJS1797zbMath1471.62557arXiv1905.00105OpenAlexW2942689108MaRDI QIDQ2044323
Maria Kateri, Christian Staerk, Ioannis Ntzoufras
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.00105
subset selectionhigh-dimensional datasparsitystability selectionextended Bayesian information criterion
Learning and adaptive systems in artificial intelligence (68T05) Statistical ranking and selection procedures (62F07) Statistical aspects of information-theoretic topics (62B10) Statistical aspects of big data and data science (62R07)
Uses Software
Cites Work
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