Variance ratio screening for ultrahigh dimensional discriminant analysis
From MaRDI portal
Recommendations
- Robust rank screening for ultrahigh dimensional discriminant analysis
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis
- A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis
- High-dimensional variable screening through kernel-based conditional mean dependence
Cites work
- A direct approach to sparse discriminant analysis in ultra-high dimensions
- A direct estimation approach to sparse linear discriminant analysis
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Classification of gene microarrays by penalized logistic regression
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- High-dimensional classification using features annealed independence rules
- scientific article; zbMATH DE number 5957245 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Innovated interaction screening for high-dimensional nonlinear classification
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Probability Inequalities for Sums of Bounded Random Variables
- Robust rank screening for ultrahigh dimensional discriminant analysis
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Sparse linear discriminant analysis by thresholding for high dimensional data
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(9)- Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis
- A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis
- Conditional distance correlation sure independence screening for ultra-high dimensional survival data
- Multiclass linear discriminant analysis with ultrahigh-dimensional features
- Robust rank screening for ultrahigh dimensional discriminant analysis
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Model free feature screening for ultrahigh dimensional covariates with right censored outcomes
- Misclassification analysis of discriminant model
- On Exact Feature Screening in Ultrahigh-Dimensional Binary Classification
This page was built for publication: Variance ratio screening for ultrahigh dimensional discriminant analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5075472)
