most citedEfficient Computation of Sparse and Robust Maximum Association Estimators

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stat.ME2024

Data-Driven Random Projection and Screening for High-Dimensional Generalized Linear Models

Roman Parzer, Peter Filzmoser, Laura Vana-Gür

We address the challenge of correlated predictors in high-dimensional GLMs, where regression coefficients range from sparse to dense, by proposing a data-driven random projection m…