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Factor models and variable selection in high-dimensional regression
  analysis

Factor models and variable selection in high-dimensional regression analysis

23 February 2012
A. Kneip
P. Sarda
ArXiv (abs)PDFHTML

Papers citing "Factor models and variable selection in high-dimensional regression analysis"

11 / 11 papers shown
A Bayesian sparse factor model with adaptive posterior concentration
A Bayesian sparse factor model with adaptive posterior concentrationBayesian Analysis (Bayes. Anal.), 2023
Ilsang Ohn
Lizhen Lin
Yongdai Kim
174
3
0
29 May 2023
Are Latent Factor Regression and Sparse Regression Adequate?
Are Latent Factor Regression and Sparse Regression Adequate?Journal of the American Statistical Association (JASA), 2022
Jianqing Fan
Zhipeng Lou
Mengxin Yu
CML
318
45
0
02 Mar 2022
Integrative Factor Regression and Its Inference for Multimodal Data
  Analysis
Integrative Factor Regression and Its Inference for Multimodal Data AnalysisJournal of the American Statistical Association (JASA), 2019
Quefeng Li
Lexin Li
321
37
0
11 Nov 2019
Bayesian Factor-adjusted Sparse Regression
Bayesian Factor-adjusted Sparse Regression
Jianqing Fan
Bai Jiang
Qiang Sun
349
8
0
23 Mar 2019
Noisy Matrix Completion: Understanding Statistical Guarantees for Convex
  Relaxation via Nonconvex Optimization
Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization
Yuxin Chen
Yuejie Chi
Jianqing Fan
Cong Ma
Yuling Yan
362
144
0
20 Feb 2019
Robust high dimensional factor models with applications to statistical
  machine learning
Robust high dimensional factor models with applications to statistical machine learning
Jianqing Fan
Kaizheng Wang
Yiqiao Zhong
Ziwei Zhu
254
64
0
12 Aug 2018
Feature selection in functional data classification with recursive
  maxima hunting
Feature selection in functional data classification with recursive maxima hunting
J. L. Torrecilla
A. Suárez
121
7
0
07 Jun 2018
On the Power of Truncated SVD for General High-rank Matrix Estimation
  Problems
On the Power of Truncated SVD for General High-rank Matrix Estimation ProblemsNeural Information Processing Systems (NeurIPS), 2017
S. Du
Yining Wang
Aarti Singh
269
16
0
22 Feb 2017
Functional linear regression with points of impact
Functional linear regression with points of impact
A. Kneip
D. Poss
P. Sarda
236
44
0
12 Jan 2016
Worst possible sub-directions in high-dimensional models
Worst possible sub-directions in high-dimensional modelsJournal of Multivariate Analysis (JMA), 2014
Sara van de Geer
377
12
0
27 Mar 2014
On the sample covariance matrix estimator of reduced effective rank
  population matrices, with applications to fPCA
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
F. Bunea
Luo Xiao
1.2K
98
0
21 Dec 2012
1
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