Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models

Y Niu, R Zhang, J Liu, H Li - Journal of Nonparametric Statistics, 2018 - Taylor & Francis
… according to the strength of the marginal nonparametric estimation by use of B-… screening
property. We also propose an large-scale iterative nonparametric independence screening

A sure independence screening procedure for ultra-high dimensional partially linear additive models

M Kazemi, D Shahsavani, M Arashi - Journal of Applied Statistics, 2019 - Taylor & Francis
… setting, a correlation based sure independence screening method (CR… ultra-high dimensional
additive models. Our modification is based on the nonparametric independence screening

Nonparametric screening for additive quantile regression in ultra-high dimension

D Li, Y Kong, D Zerom - Journal of Nonparametric Statistics, 2024 - Taylor & Francis
screening procedure for ultra-high dimensional additive quantile regression models, which
has been proved to enjoy the sure screeningscreening in the ultra-high dimensional additive

Sure independence screening in ultrahigh dimensional generalized additive models

G Yang, W Yao, S Xiang - Journal of Statistical Planning and Inference, 2019 - Elsevier
… , we introduce a generalized iterative nonparametric independence screening (GINIS)
procedure to implement the proposed screening method for generalized additive models. We also …

Forward additive regression for ultrahigh-dimensional nonparametric additive models

W Zhong, S Duan, L Zhu - Statistica Sinica, 2020 - JSTOR
… regression, whereas we study a nonparametric additive model. This difference is the same
as … Nonparametric independence screening in sparse ultrahigh dimensional additive models. …

Feature screening for ultrahigh-dimensional additive logistic models

L Wang, X Ma, J Zhang - Journal of Statistical Planning and Inference, 2020 - Elsevier
screening procedure, ALNIS (nonparametric independence screening for additive logistic
models… The fact of additive models that E ( f j ) = 0 also indicates that our marginal strength …

Statistical inference in sparse high-dimensional additive models

K Gregory, E Mammen, M Wahl - arXiv preprint arXiv:1603.07632, 2016 - arxiv.org
… we discuss the estimation of a nonparametric component f1 of a nonparametric additive … In
[15] sure independence screening is proposed for ultra-high dimensional additive models. All …

Correlation Screening and Feature Selection for Ultra-High-Dimensional Models with Complex Structures

Y Gong - 2019 - search.proquest.com
screening using Nonparametric Independence Screening (… Chapter 4 focuses on additive
model screening and selection… correlation screening algorithm in Chapter 3 to additive models, …

Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates

Z Liu, Z Xiong - Communications in Statistics-Theory and Methods, 2022 - Taylor & Francis
… In this article, we propose a non-marginal feature screening procedure for the additive
hazard model with ultrahigh-dimensional covariates. The proposed method utilizes the joint …

Sparse model identification and learning for ultra-high-dimensional additive partially linear models

X Li, L Wang, D Nettleton - Journal of Multivariate Analysis, 2019 - Elsevier
… APLMs where both the linear and nonparametric … In the first stage, we decompose the
nonparametric functions into a … in the model is fixed, structure identification in additive models (AMs…