메뉴 건너뛰기




Volumn 104, Issue 488, 2009, Pages 1512-1524

Forward regression for Ultra-High dimensional variable screening

Author keywords

Adaptive LASSO; BIC; Forward regression; LASSO; SCAD; Screening consistency; Ultra High dimensional predictor

Indexed keywords


EID: 74049114100     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2008.tm08516     Document Type: Article
Times cited : (315)

References (26)
  • 1
    • 50649107089 scopus 로고    scopus 로고
    • Approximation and Learning by Greedy Algorithms
    • Barron, A. R., and Cohen, A. (2008), "Approximation and Learning by Greedy Algorithms," The Annals of Statistics, 36, 64-94.
    • (2008) The Annals of Statistics , vol.36 , pp. 64-94
    • Barron, A.R.1    Cohen, A.2
  • 2
    • 41549106844 scopus 로고    scopus 로고
    • Regularized Estimation of Large Covariance Matrices
    • Bickel, P. J., and Levina, E. (2008), "Regularized Estimation of Large Covariance Matrices," The Annals of Statistics, 36, 199-227.
    • (2008) The Annals of Statistics , vol.36 , pp. 199-227
    • Bickel, P.J.1    Levina, E.2
  • 3
    • 84874257732 scopus 로고
    • Better Subset Selection Using Nonnegative Garrote
    • Breiman, L. (1995), "Better Subset Selection Using Nonnegative Garrote," Technometrics, 37, 373-384.
    • (1995) Technometrics , vol.37 , pp. 373-384
    • Breiman, L.1
  • 4
    • 34548275795 scopus 로고    scopus 로고
    • The Dantzig Selector: Statistical Estimation When p Is Much Larger Than n
    • Candes, E., and Tao, T. (2007), "The Dantzig Selector: Statistical Estimation When p Is Much Larger Than n," The Annals of Statistics, 35, 2313-2351.
    • (2007) The Annals of Statistics , vol.35 , pp. 2313-2351
    • Candes, E.1    Tao, T.2
  • 5
    • 50949108781 scopus 로고    scopus 로고
    • Extended Bayesian Information Criterion for Model Selection With Large Model Spaces
    • Chen, J., and Chen, Z. (2008), "Extended Bayesian Information Criterion for Model Selection With Large Model Spaces," Biometrika, 95, 759-771.
    • (2008) Biometrika , vol.95 , pp. 759-771
    • Chen, J.1    Chen, Z.2
  • 6
    • 40649103930 scopus 로고    scopus 로고
    • Breakdown Point of Model Selection When the Number of Variables Exceeds the Number of Observations
    • Los Alamitos, CA: IEEE, pp
    • Donoho, D., and Stodden, V. (2006), "Breakdown Point of Model Selection When the Number of Variables Exceeds the Number of Observations," in Proceedings ofthe International Joint Conference on Neural Networks,Los Alamitos, CA: IEEE, pp. 1916-1921.
    • (2006) Proceedings ofthe International Joint Conference on Neural Networks , pp. 1916-1921
    • Donoho, D.1    Stodden, V.2
  • 8
    • 1542784498 scopus 로고    scopus 로고
    • Variable Selection via Nonconcave Penalized Likelihood and Its Oracle Properties
    • Fan, J., and Li, R. (2001), "Variable Selection via Nonconcave Penalized Likelihood and Its Oracle Properties," Journal ofthe American Statistical Association, 96, 1348-1360.
    • (2001) Journal ofthe American Statistical Association , vol.96 , pp. 1348-1360
    • Fan, J.1    Li, R.2
  • 9
    • 84878031768 scopus 로고    scopus 로고
    • Statistical Challenges With High Dimensionality: Feature Selection in Knowledge Discovery
    • eds. M. Sanz-Sole, J. Soria, J. L. Varona, and J. Verdera, Zurich: European Mathematical Society, pp
    • - (2006), "Statistical Challenges With High Dimensionality: Feature Selection in Knowledge Discovery," in Proceedings of the International Congress ofMathematicians, Vol. III, eds. M. Sanz-Sole, J. Soria, J. L. Varona, and J. Verdera, Zurich: European Mathematical Society, pp. 595-622.
    • (2006) Proceedings of the International Congress ofMathematicians , vol.3 , pp. 595-622
    • Fan, J.1    Li, R.2
  • 10
    • 53849086824 scopus 로고    scopus 로고
    • Sure Independence Screening for Ultra - High Dimensional Feature Space (with discussion)
    • Fan, J., and Lv, J. (2008), "Sure Independence Screening for Ultra - High Dimensional Feature Space" (with discussion), Journal ofthe Royal Statistical Society, Ser. B, 70, 849-911.
    • (2008) Journal ofthe Royal Statistical Society, Ser. B , vol.70 , pp. 849-911
    • Fan, J.1    Lv, J.2
  • 11
    • 24344502730 scopus 로고    scopus 로고
    • On Non-Concave Penalized Likelihood With Diverging Number of Parameters
    • Fan, J., and Peng, H. (2004), "On Non-Concave Penalized Likelihood With Diverging Number of Parameters," The Annals of Statistics, 32, 928-961.
    • (2004) The Annals of Statistics , vol.32 , pp. 928-961
    • Fan, J.1    Peng, H.2
  • 13
    • 49949115667 scopus 로고    scopus 로고
    • Asymptotic Properties of Bridge Estimators in Sparse High - Dimensional Regression Models
    • Huang, J., Horowitz, J., and Ma, S. (2008), "Asymptotic Properties of Bridge Estimators in Sparse High - Dimensional Regression Models," The Annals of Statistics, 36, 587-613.
    • (2008) The Annals of Statistics , vol.36 , pp. 587-613
    • Huang, J.1    Horowitz, J.2    Ma, S.3
  • 14
    • 51049096710 scopus 로고    scopus 로고
    • Adaptive LASSO for Sparse High Dimensional Regression
    • Huang, J., Ma, S., and Zhang, C. H. (2007), "Adaptive LASSO for Sparse High Dimensional Regression," Statistica Sinica, 18, 1603-1618.
    • (2007) Statistica Sinica , vol.18 , pp. 1603-1618
    • Huang, J.1    Ma, S.2    Zhang, C.H.3
  • 15
    • 26444617168 scopus 로고    scopus 로고
    • Variable Selection Using MM Algorithms
    • Hunter, D. R., and Li, R. (2005), "Variable Selection Using MM Algorithms," The Annals of Statistics, 33, 1617-1642.
    • (2005) The Annals of Statistics , vol.33 , pp. 1617-1642
    • Hunter, D.R.1    Li, R.2
  • 16
    • 74049134464 scopus 로고    scopus 로고
    • Jia, J., and Yu, B. (2008), On Model Selection Consistency of the Elastic Net When p > n, unpublished manuscript, UC - Berkeley, Dept. of Statistics. Kong, E., and Xia, Y. (2007), Variable Selection for Single - Index Model, Biometrika, 94, 217-229.
    • Jia, J., and Yu, B. (2008), "On Model Selection Consistency of the Elastic Net When p > n," unpublished manuscript, UC - Berkeley, Dept. of Statistics. Kong, E., and Xia, Y. (2007), "Variable Selection for Single - Index Model," Biometrika, 94, 217-229.
  • 17
    • 33846193774 scopus 로고    scopus 로고
    • A Note on LASSO and Related Procedures in Model Selection
    • Leng, C., Lin, Y., and Wahba, G. (2006), "A Note on LASSO and Related Procedures in Model Selection," Statistica Sinica, 16, 1273-1284.
    • (2006) Statistica Sinica , vol.16 , pp. 1273-1284
    • Leng, C.1    Lin, Y.2    Wahba, G.3
  • 18
    • 74049142113 scopus 로고    scopus 로고
    • McCullagh, P., and Nelder, J. A. (1989), Generalized Linear Models,New York: Chapman & Hall. Tibshirani, R. J. (1996), Regression Shrinkage and Selection via the LASSO, Journal ofthe Royal Statistical Society, Ser. B, 58, 267-288.
    • McCullagh, P., and Nelder, J. A. (1989), Generalized Linear Models,New York: Chapman & Hall. Tibshirani, R. J. (1996), "Regression Shrinkage and Selection via the LASSO," Journal ofthe Royal Statistical Society, Ser. B, 58, 267-288.
  • 20
    • 50949096321 scopus 로고    scopus 로고
    • The Sparsity and Bias of the LASSO Selection in High - Dimensional Linear Regression
    • Zhang, C. H., and Huang, J. (2008), "The Sparsity and Bias of the LASSO Selection in High - Dimensional Linear Regression," The Annals of Statistics, 36, 1567-1594.
    • (2008) The Annals of Statistics , vol.36 , pp. 1567-1594
    • Zhang, C.H.1    Huang, J.2
  • 21
    • 34548151636 scopus 로고    scopus 로고
    • Adaptive LASSO for Cox's Proportional Hazard Model
    • Zhang, H. H., and Lu, W. (2007), "Adaptive LASSO for Cox's Proportional Hazard Model," Biometrika, 94, 691-703.
    • (2007) Biometrika , vol.94 , pp. 691-703
    • Zhang, H.H.1    Lu, W.2
  • 22
    • 33845263263 scopus 로고    scopus 로고
    • On Model Selection Consistency of LASSO
    • Zhao, P., and Yu, B. (2006), "On Model Selection Consistency of LASSO," Journal of Machine Learning Research, 7, 2541-2567.
    • (2006) Journal of Machine Learning Research , vol.7 , pp. 2541-2567
    • Zhao, P.1    Yu, B.2
  • 23
  • 24
    • 16244401458 scopus 로고    scopus 로고
    • Regression Shrinkage and Selection via the Elastic Net With Application to Microarrays
    • Zou, H., and Hastie, T. (2005), "Regression Shrinkage and Selection via the Elastic Net With Application to Microarrays," Journal of the Royal Statistical Society, Ser. B, 67, 301-320.
    • (2005) Journal of the Royal Statistical Society, Ser. B , vol.67 , pp. 301-320
    • Zou, H.1    Hastie, T.2
  • 25
    • 51049104549 scopus 로고    scopus 로고
    • One - Step Sparse Estimates in Nonconcave Penalized Likelihood Models (with discussion)
    • Zou, H., and Li, R. (2008), "One - Step Sparse Estimates in Nonconcave Penalized Likelihood Models" (with discussion), The Annals of Statistics, 36, 1509-1533.
    • (2008) The Annals of Statistics , vol.36 , pp. 1509-1533
    • Zou, H.1    Li, R.2
  • 26
    • 62549126570 scopus 로고    scopus 로고
    • On the Adaptive Elastic-Net With a Diverging Number of Parameters
    • Zou, H., and Zhang, H. H. (2009), "On the Adaptive Elastic-Net With a Diverging Number of Parameters," The Annals of Statistics, 37, 1733-1751.
    • (2009) The Annals of Statistics , vol.37 , pp. 1733-1751
    • Zou, H.1    Zhang, H.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.