A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)

6 October 2009

Jianqing Fan

Jinchi Lv

Papers citing "A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)"

50 / 132 papers shown

Title
Variable screening with multiple studies Tianzhou Ma Zhao Ren G. Tseng 15 6 0 11 Oct 2017
Nonsparse learning with latent variables Zemin Zheng Jinchi Lv Wei Lin CML 22 1 0 07 Oct 2017
Sparse Hierarchical Regression with Polynomials Dimitris Bertsimas Bart P. G. Van Parys 16 8 0 28 Sep 2017
Multi-way Interacting Regression via Factorization Machines Mikhail Yurochkin X. Nguyen N. Vasiloglou 37 5 0 27 Sep 2017
RANK: Large-Scale Inference with Graphical Nonlinear Knockoffs Yingying Fan Emre Demirkaya Gaorong Li Jinchi Lv 10 70 0 31 Aug 2017
Graphical Lasso and Thresholding: Equivalence and Closed-form Solutions S. Fattahi Somayeh Sojoudi 95 36 0 30 Aug 2017
Fine-Gray competing risks model with high-dimensional covariates: estimation and Inference Jue Hou Jelena Bradic R. Xu 15 0 0 29 Jul 2017
Sparse Wavelet Estimation in Quantile Regression with Multiple Functional Predictors Dengdeng Yu Li Zhang I. Mizera Bei Jiang Linglong Kong 14 27 0 07 Jun 2017
Pruning variable selection ensembles Chunxia Zhang Yilei Wu Mu Zhu 29 8 0 26 Apr 2017
Statistical inference for high dimensional regression via Constrained Lasso Yun Yang 10 4 0 17 Apr 2017
Convex and non-convex regularization methods for spatial point processes intensity estimation Achmad Choiruddin Jean‐François Coeurjolly Frédérique Letué 3DPC 14 37 0 07 Mar 2017
High-Dimensional Regression with Binary Coefficients. Estimating Squared Error and a Phase Transition D. Gamarnik Ilias Zadik 11 54 0 16 Jan 2017
An MM Algorithm for Split Feasibility Problems Jason Xu Eric C. Chi Meng Yang K. Lange 13 1 0 16 Dec 2016
Paired-move multiple-try stochastic search for Bayesian variable selection Xu Chen S. Qamar S. Tokdar 14 2 0 29 Nov 2016
Significance testing in non-sparse high-dimensional linear models Yinchu Zhu Jelena Bradic 24 30 0 07 Oct 2016
Data Integration with High Dimensionality Xin Gao R. Carroll 9 31 0 03 Oct 2016
Asymptotic properties for combined $L_1$ and concave regularization Yingying Fan Jinchi Lv 13 30 0 11 May 2016
Tuning parameter selection in high dimensional penalized likelihood Yingying Fan C. Tang 8 324 0 11 May 2016
An Ensemble EM Algorithm for Bayesian Variable Selection Jin Wang Feng Liang Yuan Ji 16 3 0 14 Mar 2016
A Variational Algorithm for Bayesian Variable Selection Xichen Huang Jin Wang Feng Liang BDL 8 29 0 24 Feb 2016
Nonlinear variable selection with continuous outcome: a nonparametric incremental forward stagewise approach Tianwei Yu 13 2 0 20 Jan 2016
Computationally efficient change point detection for high-dimensional regression Florencia Leonardi Peter Buhlmann 10 49 0 14 Jan 2016
AcSel: selecting variables with accuracy in correlated datasets Jung Nicolas F. Bertrand M. Maumy-Bertrand 10 1 0 10 Dec 2015
CoCoLasso for High-dimensional Error-in-variables Regression A. Datta H. Zou 17 91 0 24 Oct 2015
Regularization vs. Relaxation: A conic optimization perspective of statistical variable selection Hongbo Dong Kun Chen Jeff T. Linderoth 13 59 0 20 Oct 2015
Elastic regularization in restricted Boltzmann machines: Dealing with $p\gg N$ Sai Zhang AI4CE 4 0 0 13 Oct 2015
Sparse Fisher's Linear Discriminant Analysis for Partially Labeled Data Qiyi Lu Xingye Qiao 9 14 0 17 Sep 2015
$A MAP approach for $\ell_q$-norm regularized sparse parameter estimation using the EM algorithm$ A MAP approach for $\ell_q$ -norm regularized sparse parameter estimation using the EM algorithm Rodrigo Carvajal J. C. Agüero Boris I. Godoy Dimitrios Katselis 14 4 0 05 Aug 2015
A Novel Approach for Stable Selection of Informative Redundant Features from High Dimensional fMRI Data Yilun Wang Zhiqiang Li Yifeng Wang Xiaona Wang Junjie Zheng Xujuan Duan Huafu Chen 20 9 0 27 Jun 2015
Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood Jinyuan Chang C. Tang Yichao Wu FAtt 38 42 0 25 Feb 2015
Are Discoveries Spurious? Distributions of Maximum Spurious Correlations and Their Applications Jianqing Fan Q. Shao Wen-Xin Zhou 35 37 0 14 Feb 2015
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach Victor Chernozhukov Christian B. Hansen Martin Spindler 28 171 0 14 Jan 2015
Strong NP-Hardness for Sparse Optimization with Concave Penalty Functions Yichen Chen Dongdong Ge Mengdi Wang Zizhuo Wang Yinyu Ye Hao Yin 28 10 0 04 Jan 2015
A Note on High Dimensional Linear Regression with Interactions Ning Hao Hao Helen Zhang 23 35 0 22 Dec 2014
Big Learning with Bayesian Methods Jun Zhu Jianfei Chen Wenbo Hu Bo Zhang BDL 27 83 0 24 Nov 2014
High-Dimensional Semiparametric Selection Models: Estimation Theory with an Application to the Retail Gasoline Market Ying Zhu 33 1 0 04 Nov 2014
Mean and variance estimation in high-dimensional heteroscedastic models with non-convex penalties James Sharpnack Mladen Kolar 13 1 0 29 Oct 2014
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso Mehmet Caner Anders Bredahl Kock 29 70 0 15 Oct 2014
Empirical Bayes posterior concentration in sparse high-dimensional linear models Ryan Martin Raymond Mess S. Walker 32 101 0 30 Jun 2014
Bayesian variable selection with shrinking and diffusing priors N. Narisetty Xuming He BDL 26 211 0 26 May 2014
Selecting a Small Set of Optimal Gestures from an Extensive Lexicon J. Grosek J. Nathan Kutz 26 2 0 30 Apr 2014
$Sparse K-Means with $\ell_{\infty}/\ell_0$ Penalty for High-Dimensional Data Clustering$ Sparse K-Means with $\ell_{\infty}/\ell_0$ Penalty for High-Dimensional Data Clustering Xiangyu Chang Yu Wang Rongjian Li Zongben Xu 34 17 0 31 Mar 2014
Non-Local Priors for High-Dimensional Estimation D. Rossell D. Telesca 19 80 0 20 Feb 2014
Concave Penalized Estimation of Sparse Gaussian Bayesian Networks Bryon Aragam Qing Zhou CML 34 106 0 04 Jan 2014
Impacts of high dimensionality in finite samples Jinchi Lv 31 20 0 12 Nov 2013
Global Sensitivity Analysis with Dependence Measures Sébastien Da Veiga 49 160 0 11 Nov 2013
Disease Prediction based on Functional Connectomes using a Scalable and Spatially-Informed Support Vector Machine Takanori Watanabe Daniel A Kessler Clayton Scott Mike Angstadt Chandra S. Sripada 41 62 0 21 Oct 2013
Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors Ying Zhu 32 2 0 17 Sep 2013
Likelihood Adaptively Modified Penalties Yang Feng Tengfei Li Z. Ying 24 5 0 23 Aug 2013
On b-bit min-wise hashing for large-scale regression and classification with sparse data Rajen Dinesh Shah N. Meinshausen 60 6 0 06 Aug 2013