Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis (Q2202032)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis |
scientific article |
Statements
Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis (English)
0 references
17 September 2020
0 references
The main contribution of this paper is the robust model-free feature screening procedure (robust composite weighted quantile screening, RCWQS) for the ultra-high dimensional discriminant analysis with many categories. The method is validated on both a synthetic dataset and a mixed lineage leukemia real dataset. It performs better than the methods based on mean such as PSIS and VRS, as well as other successful classification screening methods including DC, MV, RRS.
0 references
ultrahigh dimensional discriminant analysis
0 references
feature screening
0 references
robust composite weighted quantile
0 references
sure screening property
0 references
ranking consistency property
0 references
machine learning
0 references
0 references
