Rase: A variable screening framework via random subspace ensembles

Y Tian, Y Feng - Journal of the American Statistical Association, 2023 - Taylor & Francis
Variable screening methods have been shown to be effective in dimension reduction under
the ultra-high dimensional setting. Most existing screening methods are designed to rank the …

Feature screening via distance correlation learning

R Li, W Zhong, L Zhu - Journal of the American Statistical …, 2012 - Taylor & Francis
This article is concerned with screening features in ultrahigh-dimensional data analysis,
which has become increasingly important in diverse scientific fields. We develop a sure …

Projection correlation between scalar and vector variables and its use in feature screening with multi-response data

K Xu, Z Shen, X Huang, Q Cheng - Journal of Statistical …, 2020 - Taylor & Francis
In this article, we introduce a new methodology to perform feature screening for ultrahigh
dimensional data with multivariate responses. Several extant screening procedures are …

Model-free forward screening via cumulative divergence

T Zhou, L Zhu, C Xu, R Li - Journal of the American Statistical …, 2020 - Taylor & Francis
Feature screening plays an important role in the analysis of ultrahigh dimensional data. Due
to complicated model structure and high noise level, existing screening methods often suffer …

Discussion of “Sure Independence Screening for Ultra-High Dimensional Feature Space

HH Zhang - Journal of the Royal Statistical Society. Series B …, 2008 - ncbi.nlm.nih.gov
Discussion We congratulate the authors for their thought-provoking and fascinating work on
a fundamental yet challenging topic in variable selection. Driven by the pressing need of …

High-dimensional variable screening via conditional martingale difference divergence

L Fang, Q Yuan, X Yin, C Ye - arXiv preprint arXiv:2206.11944, 2022 - arxiv.org
Variable screening has been a useful research area that deals with ultrahigh-dimensional
data. When there exist both marginally and jointly dependent predictors to the response …

Model-free feature screening for ultrahigh dimensional datathrough a modified blum-kiefer-rosenblatt correlation

Y Zhou, L Zhu - Statistica Sinica, 2018 - JSTOR
In this paper we introduce a modified Blum-Kiefer-Rosenblatt correlation (MBKR for short) to
rank the relative importance of each predictor in ultrahigh-dimensional regressions. We …

Variable screening with multiple studies

T Ma, Z Ren, GC Tseng - Statistica Sinica, 2020 - JSTOR
Advancements in technology have generated abundant high-dimensional data, enabling us
to integrate multiple relevant studies. In terms of variable selection, the significant …

[HTML][HTML] Prior knowledge guided ultra-high dimensional variable screening with application to neuroimaging data

J He, J Kang - Statistica Sinica, 2022 - ncbi.nlm.nih.gov
Variable screening is a powerful and efficient tool for dimension reduction under ultrahigh
dimensional settings. However, most existing methods overlook useful prior knowledge in …

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
Contemporary high-throughput experimental and surveying techniques give rise to ultrahigh-
dimensional supervised problems with sparse signals; that is, a limited number of …