Tilting methods for assessing the influence of components in a classifier
DOI10.1111/J.1467-9868.2009.00701.XzbMATH Open1248.62102OpenAlexW2087892140MaRDI QIDQ2920282FDOQ2920282
Authors: Jing-Hao Xue, D. M. Titterington, Peter Hall 
Publication date: 16 October 2012
Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2009.00701.x
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lassovariable selectioncross-validationempirical likelihoodhigh dimensional datagenomic databiased bootstrapdistance-based classifierscentroid-based classifier
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric statistical resampling methods (62G09)
Cites Work
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Cited In (11)
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
- On selecting interacting features from high-dimensional data
- Principal components adjusted variable screening
- Sure independence screening in generalized linear models with NP-dimensionality
- Conditional sure independence screening by conditional marginal empirical likelihood
- Sure screening by ranking the canonical correlations
- Independent feature screening for ultrahigh-dimensional models with interactions
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- A Model-free Variable Screening Method Based on Leverage Score
- Feature screening under missing indicator imputation with non-ignorable missing response
- Impacts of high dimensionality in finite samples
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