Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Sequential Lasso for feature selection with ultra-high dimensional
  feature space   We propose a novel approach, Sequential Lasso, for feature selection in
linear regression models with ultra-high dimensional feature spaces. We
investigate in this article the asymptotic properties of Sequential Lasso and
establish its selection consistency. Like other sequential methods, the
implementation of Sequential Lasso is not limited by the dimensionality of the
feature space. It has advantages over other sequential methods. The simulation
studies comparing Sequential Lasso with other sequential methods are reported.

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The categories of this paper are: mtrl-th
3
The categories of this paper are: physics
5
The categories of this paper are: gr-qc
8
The categories of this paper are: hep-ex
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The categories of this paper are: acc-phys
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The categories of this paper are: plasm-ph
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The categories of this paper are: quant-ph
11
The categories of this paper are: hep-lat
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The categories of this paper are: funct-an
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The categories of this paper are: patt-sol
9
The categories of this paper are: nlin
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The categories of this paper are: nucl-ex
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The categories of this paper are: econ
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The categories of this paper are: dg-ga
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The categories of this paper are: ao-sci
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The categories of this paper are: q-fin