2 papers
stat.ME2019
Penalized linear regression with high-dimensional pairwise screening
Siliang Gong, Kai Zhang, Yufeng Liu
In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate p…
stat.ME2017
Efficient Test-based Variable Selection for High-dimensional Linear Models
Siliang Gong, Kai Zhang, Yufeng Liu
Variable selection plays a fundamental role in high-dimensional data analysis. Various methods have been developed for variable selection in recent years. Well-known examples are f…