Forward Variable Selection for Sparse Ultra-High Dimensional Varying Coefficient Models

Keyphrases

• Ultrahigh-dimensional 100%
• Bayesian Information Criterion 100%
• Varying Coefficient Model 100%
• Stepwise Variable Selection 100%
• Simulation Study 33%
• Selection Strategy 33%
• Criteria-based 33%
• Eigenvalues 33%
• Big Data Era 33%
• Problem-based 33%
• Extended Bayesian Information Criterion 33%
• Consistency Results 33%
• Screening Consistency 33%
• Model Dynamics 33%
• Tuning Parameter 33%
• Wide Scope 33%
• Extended BIC 33%
• Scientific Areas 33%
• Design Matrix 33%
• Stopping Criterion 33%
• Sum of Squares 33%
• Stopping Rule 33%
• Dynamic Impact 33%
• Forward Selection 33%
• Sparsity Assumption 33%

Mathematics

• Bayesian Information Criterion 100%
• Simulation Study 25%
• Real Data 25%
• Covariate 25%
• Eigenvalue 25%
• Sum of Squares 25%
• Desirable Property 25%
• Interpretability 25%
• Supplementary Material 25%
• Relevant Variable 25%
• Square Criterion 25%
• Design Matrix 25%
• Stopping Rule 25%
• Dynamic Modeling 25%
• Consistency Result 25%