1 citations · 1 across the 4 of their papers we have counts for
6 papers · 1 filter
A model-free feature selection technique of feature screening and random forest based recursive feature elimination
Siwei Xia, Yuehan Yang
In this paper, we propose a model-free feature selection method for ultra-high dimensional data with mass features. This is a two phases procedure that we propose to use the fused…
Dimension reduction of high-dimension categorical data with two or multiple responses considering interactions between responses
Yuehan Yang
This paper models categorical data with two or multiple responses, focusing on the interactions between responses. We propose an efficient iterative procedure based on sufficient d…
Interaction Pursuit Biconvex Optimization
Yuehan Yang, Siwei Xia, Hu Yang
Multivariate regression models are widely used in various fields such as biology and finance. In this paper, we focus on two key challenges: (a) When should we favor a multivariate…
Sparse Laplacian Shrinkage with the Graphical Lasso Estimator for Regression Problems
Yuehan Yang, Siwei Xia, Hu Yang
This paper considers a high-dimensional linear regression problem where there are complex correlation structures among predictors. We propose a graph-constrained regularization pro…
Smooth Adjustment for Correlated Effects
Yuehan Yang, Hu Yang
This paper considers a high dimensional linear regression model with corrected variables. A variety of methods have been developed in recent years, yet it is still challenging to k…
MSP: A Multi-step Screening Procedure for Sparse Recovery
Yuehan Yang, Ji Zhu, Edward I. George
We propose a Multi-step Screening Procedure (MSP) for the recovery of sparse linear models in high-dimensional data. This method is based on a repeated small penalty strategy that…