Data-driven random projection and screening for high-dimensional generalized linear models
Statistical Modelling: An International Journal
Published online on December 17, 2025
Abstract
Statistical Modelling, Ahead of Print.
We address the challenge of correlated predictors in high-dimensional generalized linear model (GLMs), where regression coefficients range from sparse to dense, by proposing a data-driven random projection (RP) method. This is particularly relevant for ...
We address the challenge of correlated predictors in high-dimensional generalized linear model (GLMs), where regression coefficients range from sparse to dense, by proposing a data-driven random projection (RP) method. This is particularly relevant for ...