Sure independence screening

J Fan, J Lv - Wiley StatsRef: Statistics Reference Online, 2018 - par.nsf.gov
… 2 Sure independence screening … journey of feature screening in ultra-high dimensional
feature space. A common practice for feature screening is using independence learning which …

Model-free conditional independence feature screening for ultrahigh dimensional data

LH Wang, JY Liu, Y Li, RZ Li - Science China Mathematics, 2017 - Springer
… free sure independence procedure for ultrahigh dimensional … for conditional feature screening
given a low-dimensional … free conditional feature screening for ultrahigh dimensional data. …

ExSIS: Extended sure independence screening for ultrahigh-dimensional linear models

T Ahmed, WU Bajwa - Signal processing, 2019 - Elsevier
… In this vein, we refer to variable screening using Algorithm 1 and the analysis of this paper
as extended sure independence screening (ExSIS). The main research challenge for ExSIS is …

[HTML][HTML] Model-free feature screening for ultrahigh dimensional classification

Y Sheng, Q Wang - Journal of Multivariate Analysis, 2020 - Elsevier
screening methods. Since it is very common that variables are correlated under the ultrahigh
dimensional … -free feature screening method for ultrahigh dimensional classification based …

Ultrahigh-dimensional multiclass linear discriminant analysis by pairwise sure independence screening

R Pan, H Wang, R Li - Journal of the American Statistical …, 2016 - Taylor & Francis
… To solve the problem, we propose a novel pairwise sure independence screening method
for linear discriminant analysis with an ultrahigh-dimensional predictor. The proposed …

Covariate information number for feature screening in ultrahigh-dimensional supervised problems

D Nandy, F Chiaromonte, R Li - Journal of the American Statistical …, 2022 - Taylor & Francis
… call for substantially reducing the feature space by eliminating redundant covariates before
the … sure independence screening and other model- and correlation-based feature screening

A robust model-free feature screening method for ultrahigh-dimensional data

J Xue, F Liang - Journal of Computational and Graphical Statistics, 2017 - Taylor & Francis
… statistic to measure the dependence between the transformed response variable and
predictors, we call it the Henze–Zirkler sure independence screening method or HZ-SIS for short. …

SIS: An R package for sure independence screening in ultrahigh-dimensional statistical models

DF Saldana, Y Feng - Journal of Statistical Software, 2018 - jstatsoft.org
… We revisit sure independence screening procedures for variable selection in generalized …
to carry out variable selection using iterative sure independence screening (ISIS) and all of its …

Nonparametric independence feature screening for ultrahigh-dimensional survival data

J Pan, Y Yu, Y Zhou - Metrika, 2018 - Springer
… Enlightened by the previous research, we propose a new nonparametric feature screening
method for ultrahigh dimensional survival data subject to censoring. By incorporating Kaplan–…

Ultrahigh dimensional feature screening via projection

X Li, G Cheng, L Wang, P Lai, F Song - Computational Statistics & Data …, 2017 - Elsevier
… In this paper, we consider the ultrahigh dimensional linear model with multivariate
responses and aim to propose a new feature screening procedure. In order to measure the …