Tilting Methods for Assessing the Influence of Components in a Classifier

DOI10.1111/J.1467-9868.2009.00701.XzbMath1248.62102OpenAlexW2087892140MaRDI QIDQ2920282

Jing-Hao Xue, Michael D. Titterington

Publication date: 16 October 2012

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2009.00701.x

zbMATH Keywords

cross-validationempirical likelihoodvariable selectionhigh dimensional datalassogenomic databiased bootstrapdistance-based classifierscentroid-based classifier

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric statistical resampling methods (62G09)

Related Items (11)

On selecting interacting features from high-dimensional data ⋮ Principal components adjusted variable screening ⋮ Conditional sure independence screening by conditional marginal empirical likelihood ⋮ Sure screening by ranking the canonical correlations ⋮ Impacts of high dimensionality in finite samples ⋮ Feature screening under missing indicator imputation with non-ignorable missing response ⋮ A Model-free Variable Screening Method Based on Leverage Score ⋮ Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models ⋮ Independent feature screening for ultrahigh-dimensional models with interactions ⋮ Sure independence screening in generalized linear models with NP-dimensionality ⋮ Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models

Uses Software

• corpor
• pyuvdata
• PRMLT

Cites Work

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