Consistent Screening Procedures in High-dimensional Binary Classification

DOI10.5705/SS.202020.0088MaRDI QIDQ5037818zbMATH OpenOpenAlexFDO

Authors Hangjin Jiang, Xingqiu Zhao, Ronald C. W. Ma, Xiaodan Fan

Publication date 4 March 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202020.0088

zbMATH Keywords

binary classificationconsistencynon-parametric testtwo-sample distribution comparisonvariable screening

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A multivariate two-sample test based on the number of nearest neighbor type coincidences
• A nonparametric two-sample test applicable to high dimensional data
• A smooth test for the equality of distributions
• An Exact Distribution-Free Test Comparing Two Multivariate Distributions based on Adjacency
• Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
• Comparing distributions
• Energy statistics: a class of statistics based on distances
• Feature screening via distance correlation learning
• High-dimensional classification using features annealed independence rules
• scientific article; zbMATH DE number 5816768 (Why is no real title available?)
• scientific article; zbMATH DE number 3028457 (Why is no real title available?)
• Model-free feature screening for ultrahigh dimensional discriminant analysis
• Model-free sure screening via maximum correlation
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
• Multivariate Two-Sample Tests Based on Nearest Neighbors
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• On a new multivariate two-sample test.
• Permutation tests for equality of distributions in high-dimensional settings
• Robust multivariate nonparametric tests via projection averaging
• Robust rank correlation based screening
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Sure independence screening in generalized linear models with NP-dimensionality
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• The Kolmogorov filter for variable screening in high-dimensional binary classification
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• Two-Sample Tests for Multivariate Distributions
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(4)

• Fused variable screening for massive imbalanced data
• Selective inference via marginal screening for high dimensional classification
• Robust screening under ambiguity
• On Exact Feature Screening in Ultrahigh-Dimensional Binary Classification

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Uses Software

• energy

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