Stochastic correlation coefficient ensembles for variable selection
From MaRDI portal
Publication:5138660
DOI10.1080/02664763.2016.1221913OpenAlexW2515897564MaRDI QIDQ5138660
Publication date: 4 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2016.1221913
Related Items (max. 100)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Mathematical Theory of Communication
- The Adaptive Lasso and Its Oracle Properties
- Random lasso
- One-step sparse estimates in nonconcave penalized likelihood models
- Agglomerative hierarchical clustering of continuous variables based on mutual information
- Relaxed Lasso
- Hedonic housing prices and the demand for clean air
- A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
- Least angle regression. (With discussion)
- An information-theoretic framework for improving imperfect dynamical predictions via multi-model ensemble forecasts
- A group VISA algorithm for variable selection
- An extended variable inclusion and shrinkage algorithm for correlated variables
- Strong oracle optimality of folded concave penalized estimation
- Ensemble approaches for regression
- Variable Inclusion and Shrinkage Algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Stability Selection
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- 10.1162/153244303322753616
- 10.1162/153244303322753751
- Variable Selection with Error Control: Another Look at Stability Selection
- RandGA: injecting randomness into parallel genetic algorithm for variable selection
- Regularization and Variable Selection Via the Elastic Net
- An empirical comparison of ensemble methods based on classification trees
- Random forests
This page was built for publication: Stochastic correlation coefficient ensembles for variable selection