A selective overview of feature screening for ultrahigh-dimensional data

JY Liu, W Zhong, RZ Li - Science China Mathematics, 2015 - Springer
High-dimensional data have frequently been collected in many scientific areas including
genomewide association study, biomedical imaging, tomography, tumor classifications, and …

[图书][B] Statistical foundations of data science

J Fan, R Li, CH Zhang, H Zou - 2020 - taylorfrancis.com
Statistical Foundations of Data Science gives a thorough introduction to commonly used
statistical models, contemporary statistical machine learning techniques and algorithms …

Model-free feature screening for ultrahigh dimensional discriminant analysis

H Cui, R Li, W Zhong - Journal of the American Statistical …, 2015 - Taylor & Francis
This work is concerned with marginal sure independence feature screening for ultrahigh
dimensional discriminant analysis. The response variable is categorical in discriminant …

Model-free conditional feature screening with FDR control

Z Tong, Z Cai, S Yang, R Li - Journal of the American Statistical …, 2023 - Taylor & Francis
In this article, we propose a model-free conditional feature screening method with false
discovery rate (FDR) control for ultra-high dimensional data. The proposed method is built …

The multivariate Hawkes process in high dimensions: Beyond mutual excitation

S Chen, A Shojaie, E Shea-Brown, D Witten - arXiv preprint arXiv …, 2017 - arxiv.org
The Hawkes process is a class of point processes whose future depends on their own
history. Previous theoretical work on the Hawkes process is limited to a special case in …

Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series

J Chen, D Li, O Linton, Z Lu - Journal of the American Statistical …, 2018 - Taylor & Francis
We propose two semiparametric model averaging schemes for nonlinear dynamic time
series regression models with a very large number of covariates including exogenous …

Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data

MY Cheng, T Honda, J Li, H Peng - 2014 - projecteuclid.org
Nonparametric independence screening and structure identification for ultra-high dimensional
longitudinal data Page 1 The Annals of Statistics 2014, Vol. 42, No. 5, 1819–1849 DOI …

Bayesian graphical regression

Y Ni, FC Stingo… - Journal of the American …, 2019 - Taylor & Francis
We consider the problem of modeling conditional independence structures in heterogenous
data in the presence of additional subject-level covariates—termed graphical regression …

Adaboost semiparametric model averaging prediction for multiple categories

J Li, J Lv, ATK Wan, J Liao - Journal of the American Statistical …, 2022 - Taylor & Francis
Abstract Model average techniques are very useful for model-based prediction. However,
most earlier works in this field focused on parametric models and continuous responses. In …

[HTML][HTML] Feature screening for time-varying coefficient models with ultrahigh dimensional longitudinal data

W Chu, R Li, M Reimherr - The annals of applied statistics, 2016 - ncbi.nlm.nih.gov
Motivated by an empirical analysis of the Childhood Asthma Management Project, CAMP,
we introduce a new screening procedure for varying coefficient models with ultrahigh …