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)"

32 / 132 papers shown

Title
Marginal empirical likelihood and sure independence feature screening Jinyuan Chang C. Tang Yichao Wu 33 96 0 19 Jun 2013
Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector Ryan Martin S. Walker 21 65 0 27 Apr 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 44 1,064 0 03 Mar 2013
Bayesian Ultrahigh-Dimensional Screening Via MCMC Zuofeng Shang Ping Li 40 2 0 05 Feb 2013
High-Dimensional Sparse Additive Hazards Regression Wei Lin Jinchi Lv 45 77 0 26 Dec 2012
APPLE: Approximate Path for Penalized Likelihood Estimators Yi Yu Yang Feng 43 13 0 02 Nov 2012
Partial Consistency with Sparse Incidental Parameters Jianqing Fan Runlong Tang Xiaofeng Shi 47 7 0 25 Oct 2012
A Rank-Corrected Procedure for Matrix Completion with Fixed Basis Coefficients Weimin Miao S. Pan Defeng Sun 40 44 0 13 Oct 2012
The Lasso for High-Dimensional Regression with a Possible Change-Point S. Lee M. Seo Youngki Shin 50 124 0 21 Sep 2012
Nonconcave penalized composite conditional likelihood estimation of sparse Ising models Lingzhou Xue H. Zou Tianxi Cai 44 85 0 17 Aug 2012
Estimation in high-dimensional linear models with deterministic design matrices J. Shao Xinwei Deng 40 76 0 05 Jun 2012
Independence Test for High Dimensional Random Vectors G. Pan Jiti Gao Y. Yang M. Guo 42 2 0 30 May 2012
Least Absolute Gradient Selector: Statistical Regression via Pseudo-Hard Thresholding Kun Yang 65 2 0 11 Apr 2012
Parallelism, Uniqueness, and Large-Sample Asymptotics for the Dantzig Selector Lee H. Dicker Xihong Lin 32 11 0 20 Mar 2012
Statistical significance in high-dimensional linear models Peter Buhlmann 73 229 0 07 Feb 2012
Variable selection with error control: Another look at Stability Selection Rajen Dinesh Shah R. Samworth 35 349 0 27 May 2011
Sparse linear discriminant analysis by thresholding for high dimensional data J. Shao Yazhen Wang Xinwei Deng Sijian Wang 46 236 0 18 May 2011
A new selection method for high-dimensionial instrumental setting: application to the Growth Rate convergence hypothesis Mathilde Mougeot D. Picard K. Tribouley 46 2 0 21 Mar 2011
GEE analysis of clustered binary data with diverging number of covariates Lan Wang 63 110 0 09 Mar 2011
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices Tony Cai Tiefeng Jiang 28 195 0 14 Feb 2011
Robust rank correlation based screening Gaorong Li Heng Peng Jun Zhang Lixing Zhu 67 320 0 20 Dec 2010
A ROAD to Classification in High Dimensional Space Jianqing Fan Yang Feng X. Tong 53 193 0 28 Nov 2010
Safe Feature Elimination for the LASSO and Sparse Supervised Learning Problems L. Ghaoui V. Viallon T. Rabbani 47 173 0 21 Sep 2010
Safe Feature Elimination in Sparse Supervised Learning L. Ghaoui V. Viallon T. Rabbani 72 221 0 17 Sep 2010
Model Selection Principles in Misspecified Models Jinchi Lv Jun S. Liu 62 140 0 29 May 2010
Variance Estimation Using Refitted Cross-validation in Ultrahigh Dimensional Regression Jianqing Fan Shaojun Guo Ning Hao 64 290 0 29 Apr 2010
Learning Out of Leaders Mathilde Mougeot D. Picard K. Tribouley 61 20 0 12 Jan 2010
Estimation of (near) low-rank matrices with noise and high-dimensional scaling S. Negahban Martin J. Wainwright 59 565 0 27 Dec 2009
Non-Concave Penalized Likelihood with NP-Dimensionality Jianqing Fan Jinchi Lv 63 401 0 06 Oct 2009
$On Recovery of Sparse Signals via $\ell_1$ Minimization$ On Recovery of Sparse Signals via $\ell_1$ Minimization T. Cai Guangwu Xu Jun Zhang 54 155 0 01 May 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 176 748 0 04 Apr 2008
Discussion: The Dantzig selector: Statistical estimation when $p$ is much larger than $n$ B. Efron Trevor Hastie Robert Tibshirani 144 90 0 21 Mar 2008