Variable screening for Lasso based on multidimensional indexing
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Publication:6535782
DOI10.1007/s10618-023-00950-8zbMATH Open1547.62092MaRDI QIDQ6535782
Barbara Żogała-Siudem, Szymon Jaroszewicz
Publication date: 20 February 2024
Published in: Data Mining and Knowledge Discovery (Search for Journal in Brave)
Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical aspects of big data and data science (62R07)
Cites Work
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- Multidimensional binary search trees used for associative searching
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Gap Safe screening rules for sparsity enforcing penalties
- Consistent Variable Selection in Linear Models
- Strong Rules for Discarding Predictors in Lasso-Type Problems
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