Model-free conditional independence feature screening for ultrahigh dimensional data

DOI10.1007/S11425-016-0186-8OpenAlexW2561010651WikidataQ38709602 ScholiaQ38709602MaRDI QIDQ1702189FDOQ1702189

Authors: Luheng Wang, Yong Li, Jingyuan Liu, Runze Li 

Publication date: 28 February 2018

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5480220

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zbMATH Keywords

variable selectionhigh-dimensional datafeature screeningconditional feature screening

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
• Model-free feature screening for ultrahigh-dimensional data
• The Adaptive Lasso and Its Oracle Properties
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• Statistical challenges with high dimensionality: feature selection in knowledge discovery
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Ultrahigh dimensional feature selection: beyond the linear model
• The Kolmogorov filter for variable screening in high-dimensional binary classification
• Robust rank correlation based screening
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• The sparse MLE for ultrahigh-dimensional feature screening

Cited In (12)

• Model-free feature screening for ultrahigh-dimensional data conditional on some variables
• Ultrahigh dimensional single index model estimation via refitted cross-validation
• Model free feature screening with dependent variable in ultrahigh dimensional binary classification
• Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random
• Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation
• Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index
• Model-free survival conditional feature screening
• Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables
• Model-free conditional screening via conditional distance correlation
• Unified model-free interaction screening via CV-entropy filter
• Independent screening in high-dimensional exponential family predictors’ space
• On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection

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