Adaptive model-free sure independence screening

DOI10.4310/SII.2017.V10.N3.A4zbMATH Open1388.62172MaRDI QIDQ1748657FDOQ1748657

Authors: Xianqiang Yang 

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

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zbMATH Keywords

false discovery ratedistance correlationadaptive thresholdultra-high dimensional data

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes and prediction (62M20)

Cited In (18)

• Sure independence screening for real medical Poisson data
• Model-free variable selection for conditional mean in regression
• Dynamic tilted current correlation for high dimensional variable screening
• Variable screening with multiple studies
• Sure independence screening adjusted for confounding covariates with ultrahigh dimensional data
• Adaptive conditional feature screening
• High dimensional ordinary least squares projection for screening variables
• A generic sure independence screening procedure
• Sufficient variable selection using independence measures for continuous response
• Factor profiled sure independence screening
• Sure explained variability and independence screening
• Variable selection after screening: with or without data splitting?
• Model-Free Feature Screening and FDR Control With Knockoff Features
• Joint model-free feature screening for ultra-high dimensional semi-competing risks data
• A Model-free Variable Screening Method Based on Leverage Score
• A robust variable screening method for high-dimensional data
• Score test variable screening
• Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization

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