A scalable surrogate L0 sparse regression method for generalized linear models with applications to large scale data

Empirical confidence interval calibration for population-level effect estimation studies in observational healthcare data

(2018) Martijn J. Schuemie et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Broken adaptive ridge regression and its asymptotic properties

(2018) Linlin Dai et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Exact post-selection inference, with application to the lasso

(2016) Jason D. Lee et al.   ANNALS OF STATISTICS

Efficient Regularized Regression withL0Penalty for Variable Selection and Network Construction

(2016) Zhenqiu Liu et al.   Computational and Mathematical Methods in Medicine

Adaptive conditional feature screening

(2016) Lu Lin et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

An Adaptive Ridge Procedure for L0 Regularization

(2016) Florian Frommlet et al.   PLoS One

Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent

(2015) Noah Simon et al.   Journal of Statistical Software

Strong oracle optimality of folded concave penalized estimation

(2014) Jianqing Fan et al.   ANNALS OF STATISTICS

A significance test for the lasso

(2014) Richard Lockhart et al.   ANNALS OF STATISTICS

Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates

(2014) Jingyuan Liu et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

The Sparse MLE for Ultrahigh-Dimensional Feature Screening

(2014) Chen Xu et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Massive Parallelization of Serial Inference Algorithms for a Complex Generalized Linear Model

(2013) Marc A. Suchard et al.   ACM Transactions on Modeling and Computer Simulation

Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data

(2013) Xuming He et al.   ANNALS OF STATISTICS

Robust rank correlation based screening

(2012) Gaorong Li et al.   ANNALS OF STATISTICS

Model-Free Feature Screening for Ultrahigh-Dimensional Data

(2012) Li-Ping Zhu et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Likelihood-Based Selection and Sharp Parameter Estimation

(2012) Xiaotong Shen et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Feature Screening via Distance Correlation Learning

(2012) Runze Li et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

(2011) Jianqing Fan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sure independence screening in generalized linear models with NP-dimensionality

(2010) Jianqing Fan et al.   ANNALS OF STATISTICS

Forward Regression for Ultra-High Dimensional Variable Screening

(2010) Hansheng Wang   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Coordinate descent algorithms for lasso penalized regression

(2008) Tong Tong Wu et al.   Annals of Applied Statistics

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY