dcorVS

CRANdcorVSMaRDI QIDQ5980884

Variable Selection Algorithms Using the Distance Correlation

Michail Tsagris

Last update: 18 October 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0

Description

The 'FBED' and 'mmpc' variable selection algorithms have been implemented using the distance correlation. The references include: Tsamardinos I., Aliferis C. F. and Statnikov A. (2003). "Time and sample efficient discovery of Markovblankets and direct causal relations". In Proceedings of the ninth ACM SIGKDD international Conference. <doi:10.1145/956750.956838>. Borboudakis G. and Tsamardinos I. (2019). "Forward-backward selection with early dropping". Journal of Machine Learning Research, 20(8): 1–39. <doi:10.48550/arXiv.1705.10770>. Huo X. and Szekely G.J. (2016). "Fast computing for distance covariance". Technometrics, 58(4): 435–447. <doi:10.1080/00401706.2015.1054435>.

Cites work

• Fast Computing for Distance Covariance
• Time and sample efficient discovery of Markov blankets and direct causal relations
• Unnamed Publication

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