Model-free feature screening for ultrahigh-dimensional data

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A selective overview of feature screening for ultrahigh-dimensional data

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Interaction screening via canonical correlation
Model-free conditional screening via conditional distance correlation
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism
Advanced topics in sliced inverse regression
Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data
Safe sample screening rules for multicategory angle-based support vector machines
Independence index sufficient variable screening for categorical responses
Model-free forward screening via cumulative divergence
Copula-based Partial Correlation Screening: a Joint and Robust Approach
Partial sufficient variable screening with categorical controls
Robust feature screening for elliptical copula regression model
Asset selection based on high frequency Sharpe ratio
Ultrahigh dimensional feature screening for additive model with multivariate response
Model-free feature screening via a modified composite quantile correlation
Threshold Selection in Feature Screening for Error Rate Control
Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS
Joint model-free feature screening for ultra-high dimensional semi-competing risks data
Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis
Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood
Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization
The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data
An iterative approach to distance correlation-based sure independence screening
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
Robust Alternatives to ANCOVA for Estimating the Treatment Effect via a Randomized Comparative Study
Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates
Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
A general framework for tensor screening through smoothing
On sufficient variable screening using log odds ratio filter
On cumulative slicing estimation for high dimensional data
Bayesian neural networks for selection of drug sensitive genes
A robust variable screening method for high-dimensional data
Dynamic tilted current correlation for high dimensional variable screening
Sure screening by ranking the canonical correlations
Model-Free Feature Screening and FDR Control With Knockoff Features
Sufficient variable selection using independence measures for continuous response
Composite coefficient of determination and its application in ultrahigh dimensional variable screening
Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
Broken adaptive ridge regression for right-censored survival data
Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
Interaction identification and clique screening for classification with ultra-high dimensional discrete features
A feature screening method for ultrahigh dimensional data based on model averaging
The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
Stable correlation and robust feature screening
Sufficient variable screening with high-dimensional controls
Fused variable screening for massive imbalanced data
A nonparametric feature screening method for ultrahigh-dimensional missing response
Feature screening for ultrahigh dimensional categorical data with covariates missing at random
Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
A note on quantile feature screening via distance correlation
Gini correlation for feature screening
Conditional sure independence screening by conditional marginal empirical likelihood
Estimation and variable selection for a class of quantile regression models with multiple index
Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random
Model-free slice screening for ultrahigh-dimensional survival data
Fast robust feature screening for ultrahigh-dimensional varying coefficient models
Variable selection and estimation for semi-parametric multiple-index models
Nonparametric independence feature screening for ultrahigh-dimensional survival data
Ultrahigh dimensional feature screening via projection
On correlation rank screening for ultra-high dimensional competing risks data
A new nonparametric screening method for ultrahigh-dimensional survival data
A selective overview of sparse sufficient dimension reduction
Model-free feature screening for ultra-high dimensional competing risks data
Model-free feature screening via distance correlation for ultrahigh dimensional survival data
A model-free conditional screening approach via sufficient dimension reduction
Model-free feature screening for ultrahigh dimensional classification
Sequential profile Lasso for ultra-high-dimensional partially linear models
Variable screening for ultrahigh dimensional censored quantile regression
Projection quantile correlation and its use in high-dimensional grouped variable screening
Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification
Conditional screening for ultrahigh-dimensional survival data in case-cohort studies
Covariance-insured screening
Feature screening in ultrahigh-dimensional partially linear models with missing responses at random
A sequential approach to feature selection in high-dimensional additive models
Robust feature screening for high-dimensional survival data
Unified mean-variance feature screening for ultrahigh-dimensional regression
A new robust model-free feature screening method for ultra-high dimensional right censored data
Asymptotic Properties of Marginal Least-Square Estimator for Ultrahigh-Dimensional Linear Regression Models with Correlated Errors
Network-based feature screening with applications to genome data
High-dimensional variable screening through kernel-based conditional mean dependence
Robust conditional nonparametric independence screening for ultrahigh-dimensional data
Adjusted Pearson chi-square feature screening for multi-classification with ultrahigh dimensional data
Model free feature screening for ultrahigh dimensional covariates with right censored outcomes
Robust model-free feature screening for ultrahigh dimensional surrogate data
Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation
Model-free feature screening for high-dimensional survival data
Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model
Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
Hypothesis testing sure independence screening for nonparametric regression
Variable screening for high dimensional time series
Composite quantile regression for ultra-high dimensional semiparametric model averaging
Stable feature screening for ultrahigh dimensional data
Score test variable screening
Overview of feature screening methods for ultra-high dimensional data
Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables
Sparse overlapped linear discriminant analysis
Forward selection for feature screening and structure identification in varying coefficient models
Adaptive model-free sure independence screening
Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates

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