Parzer R, Filzmoser P, Vana-Gür L (2024). “Sparse Data-Driven Random Projection in Regression for High-Dimensional Data.” Technical Report 2312.00130, arXiv.org E-Print Archive. doi:10.48550/arXiv.2312.00130.

Parzer R, Filzmoser P, Vana-Gür L (2024). “Data-Driven Random Projection and Screening for High-Dimensional Generalized Linear Models.” Technical Report 2410.00971, arXiv.org E-Print Archive. doi:10.48550/arXiv.2410.00971.

Vana-Gür L, Parzer R, Filzmoser P (2025). spareg: Sparse Projected Averaged Regression in R. R package version 1.0.0, https://CRAN.R-project.org/package=spareg.

Corresponding BibTeX entries:

  @TechReport{,
    title = {{Sparse Data-Driven Random Projection in Regression for
      High-Dimensional Data}},
    author = {Roman Parzer and Peter Filzmoser and Laura Vana-Gür},
    institution = {arXiv.org E-Print Archive},
    year = {2024},
    number = {2312.00130},
    doi = {10.48550/arXiv.2312.00130},
  }

  @TechReport{,
    title = {Data-Driven Random Projection and Screening for
      High-Dimensional Generalized Linear Models},
    author = {Roman Parzer and Peter Filzmoser and Laura Vana-Gür},
    institution = {arXiv.org E-Print Archive},
    year = {2024},
    number = {2410.00971},
    doi = {10.48550/arXiv.2410.00971},
  }

  @Manual{,
    title = {{spareg}: Sparse Projected Averaged Regression in {R}},
    author = {Laura Vana-Gür and Roman Parzer and Peter Filzmoser},
    year = {2025},
    note = {{R} package version 1.0.0},
    url = {https://CRAN.R-project.org/package=spareg},
  }