Fused mean-variance filter for feature screening

DOI10.1016/J.CSDA.2017.10.008MaRDI QIDQ1662311zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Xiao-Dong Yan, Jinhan Xie, Xianwen Ding, N. S. Tang, Zhiqiang Wang

Publication date 17 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2017.10.008

zbMATH Keywords

fused mean-variance filterranking consistency propertyslicing methodsure screening propertyultrahigh dimensional data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites work

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• Hedonic housing prices and the demand for clean air
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• Marginal empirical likelihood and sure independence feature screening
• Model-free feature screening for ultrahigh dimensional discriminant analysis
• Model-free feature screening for ultrahigh-dimensional data
• Nonparametric K-sample tests via dynamic slicing
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Robust rank correlation based screening
• Sliced Inverse Regression for Dimension Reduction
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Sure independence screening in generalized linear models with NP-dimensionality
• The fused Kolmogorov filter: a nonparametric model-free screening method
• The Kolmogorov filter for variable screening in high-dimensional binary classification

Cited in

(24)

• A distribution-free test of independence based on mean variance index
• A nonparametric feature screening method for ultrahigh-dimensional missing response
• Unified mean-variance feature screening for ultrahigh-dimensional regression
• Joint model-free feature screening for ultra-high dimensional semi-competing risks data
• Feature screening under missing indicator imputation with non-ignorable missing response
• The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data
• The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
• The fused Kolmogorov filter: a nonparametric model-free screening method
• Grouped feature screening for ultra-high dimensional data for the classification model
• Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index
• A nonparametric procedure for linear and nonlinear variable screening
• A distribution-free test of independence based on a modified mean variance index
• Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random
• Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills
• Interaction screening for high-dimensional heterogeneous data via robust hybrid metrics
• Category encoding method to select feature genes for the classification of bulk and single-cell RNA-seq data
• The mean variance sure independence screening for ultra-high dimensional competing risks data
• Model-free feature screening for ultrahigh dimensional data with responses missing not at random
• Feature screening for ultrahigh dimensional mixed data via Wasserstein distance
• Feature selection for high-dimensional varying coefficient models via ordinary least squares projection
• Model-free feature screening based on Hellinger distance for ultrahigh dimensional data
• Feature screening for ultrahigh-dimensional data via the adapted sliced Wasserstein correlation coefficient
• A model-free screening selection approach by local derivative estimation
• Censored mean variance sure independence screening for ultrahigh dimensional survival data

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