Building generalized linear models with ultrahigh dimensional features: A sequentially conditional approach Article Swipe
YOU?
·
· 2019
· Open Access
·
· DOI: https://doi.org/10.1111/biom.13122
Conditional screening approaches have emerged as a powerful alternative to the commonly used marginal screening, as they can identify marginally weak but conditionally important variables. However, most existing conditional screening methods need to fix the initial conditioning set, which may determine the ultimately selected variables. If the conditioning set is not properly chosen, the methods may produce false negatives and positives. Moreover, screening approaches typically need to involve tuning parameters and extra modeling steps in order to reach a final model. We propose a sequential conditioning approach by dynamically updating the conditioning set with an iterative selection process. We provide its theoretical properties under the framework of generalized linear models. Powered by an extended Bayesian information criterion as the stopping rule, the method will lead to a final model without the need to choose tuning parameters or threshold parameters. The practical utility of the proposed method is examined via extensive simulations and analysis of a real clinical study on predicting multiple myeloma patients’ response to treatment based on their genomic profiles.
Related Topics
- Type
- article
- Language
- en
- Landing Page
- https://doi.org/10.1111/biom.13122
- https://onlinelibrary.wiley.com/doi/pdfdirect/10.1111/biom.13122
- OA Status
- bronze
- Cited By
- 10
- References
- 43
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W2964685033
Raw OpenAlex JSON
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https://openalex.org/W2964685033Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.1111/biom.13122Digital Object Identifier
- Title
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Building generalized linear models with ultrahigh dimensional features: A sequentially conditional approachWork title
- Type
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articleOpenAlex work type
- Language
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enPrimary language
- Publication year
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2019Year of publication
- Publication date
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2019-07-27Full publication date if available
- Authors
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Qi Zheng, Hyokyoung G. Hong, Yi LiList of authors in order
- Landing page
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https://doi.org/10.1111/biom.13122Publisher landing page
- PDF URL
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https://onlinelibrary.wiley.com/doi/pdfdirect/10.1111/biom.13122Direct link to full text PDF
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YesWhether a free full text is available
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bronzeOpen access status per OpenAlex
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https://onlinelibrary.wiley.com/doi/pdfdirect/10.1111/biom.13122Direct OA link when available
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Computer science, Set (abstract data type), Bayesian probability, False positive paradox, Bayesian information criterion, Conditional dependence, Conditional probability, Generalized linear model, Machine learning, Data mining, Mathematical optimization, Artificial intelligence, Mathematics, Statistics, Programming languageTop concepts (fields/topics) attached by OpenAlex
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10Total citation count in OpenAlex
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2025: 1, 2024: 1, 2023: 2, 2022: 4, 2020: 2Per-year citation counts (last 5 years)
- References (count)
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43Number of works referenced by this work
- Related works (count)
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10Other works algorithmically related by OpenAlex
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