Stable feature screening for ultrahigh dimensional data

DOI10.1016/J.JKSS.2018.11.003MaRDI QIDQ1740310zbMATH OpenOpenAlexWikidataFDO

Authors Peng Lai, Fengli Song, Yufei Gao

Publication date 30 April 2019

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2018.11.003

zbMATH Keywords

conditional quantilesure screening propertyfeature screeningset-averagingultrahigh dimension

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• A feature screening method for ultrahigh dimensional data based on model averaging
• Feature screening for ultrahigh dimensional data based on the conditional interval quantile
• Model-free feature screening for ultrahigh-dimensional data
• Overview of feature screening methods for ultra-high dimensional data
• Feature screening for ultrahigh dimensional longitudinal data

Cites work

• A model-averaging approach for high-dimensional regression
• Combining Linear Regression Models
• Conditional quantile screening in ultrahigh-dimensional heterogeneous data
• Correlation rank screening for ultrahigh-dimensional survival data
• Feature screening via distance correlation learning
• Model free feature screening for ultrahigh dimensional data with responses missing at random
• Model-free feature screening for ultrahigh-dimensional data
• Optimal weight choice for frequentist model average estimators
• Robust rank correlation based screening
• Stable prediction in high-dimensional linear models
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply

Cited in

(9)

• Adjusted feature screening for ultra-high dimensional missing response
• Feature screening for ultrahigh dimensional data based on the conditional interval quantile
• Unified mean-variance feature screening for ultrahigh-dimensional regression
• Ultrahigh dimensional feature screening via projection
• Local estimation of sure explained variability independence screening and its application for ultrahigh-dimensional data
• Model-free survival conditional feature screening
• Feature screening for ultrahigh dimensional longitudinal data
• Overview of feature screening methods for ultra-high dimensional data
• A feature screening method for ultrahigh dimensional data based on model averaging

This page was built for publication: Stable feature screening for ultrahigh dimensional data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1740310)