Rase: A variable screening framework via random subspace ensembles
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 …
the ultra-high dimensional setting. Most existing screening methods are designed to rank the …
Feature screening via distance correlation learning
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 …
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 …
dimensional data with multivariate responses. Several extant screening procedures are …
Model-free forward screening via cumulative divergence
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 …
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 …
a fundamental yet challenging topic in variable selection. Driven by the pressing need of …
High-dimensional variable screening via conditional martingale difference divergence
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 …
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 …
rank the relative importance of each predictor in ultrahigh-dimensional regressions. We …
[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 …
dimensional settings. However, most existing methods overlook useful prior knowledge in …
Covariate information number for feature screening in ultrahigh-dimensional supervised problems
Contemporary high-throughput experimental and surveying techniques give rise to ultrahigh-
dimensional supervised problems with sparse signals; that is, a limited number of …
dimensional supervised problems with sparse signals; that is, a limited number of …