Linear screening for high-dimensional computer experiments
From MaRDI portal
Publication:6541710
DOI10.1002/STA4.320MaRDI QIDQ6541710
Shifeng Xiong, Chunya Li, Daijun Chen
Publication date: 21 May 2024
Published in: Stat (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Sure independence screening in generalized linear models with NP-dimensionality
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments
- Model-free sure screening via maximum correlation
- Best subset selection via a modern optimization lens
- On constrained and regularized high-dimensional regression
- On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection
- The design and analysis of computer experiments
- Model-free conditional screening via conditional distance correlation
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- The Sparse MLE for Ultrahigh-Dimensional Feature Screening
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
- Better subset regression
This page was built for publication: Linear screening for high-dimensional computer experiments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541710)