Variability: Analysis
Types of Selection
Frequency-dependent Selection
Outliers and Influential Points
Statistical Analysis: Overview
Multi-input and Multi-variable systems
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Selecting Multiple Biomarker Subsets with Similarly Effective Binary Classification Performances
Published on: October 11, 2018
1Frederick L. Moore '18 Professor of Finance, Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544, USA ( jqfan@princeton.edu ).
High dimensional statistical problems require efficient variable selection. This review covers recent advances in methods and theory for high dimensional variable selection, including non-concave penalties and ultra-high dimensional approaches.
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