KMS Of Academy of mathematics and systems sciences, CAS
Sure feature screening for high-dimensional dichotomous classification | |
Shao Li1; Yu Yuan1; Zhou Yong1,2 | |
2016-12-01 | |
发表期刊 | SCIENCE CHINA-MATHEMATICS |
ISSN | 1674-7283 |
卷号 | 59期号:12页码:2527-2542 |
摘要 | The curse of high-dimensionality has emerged in the statistical fields more and more frequently. Many techniques have been developed to address this challenge for classification problems. We propose a novel feature screening procedure for dichotomous response data. This new method can be implemented as easily as t-test marginal screening approach, and the proposed procedure is free of any subexponential tail probability conditions and moment requirement and not restricted in a specific model structure. We prove that our method possesses the sure screening property and also illustrate the effect of screening by Monte Carlo simulation and apply it to a real data example. |
关键词 | ultra-high dimensional data dichotomous classification sure screening property |
DOI | 10.1007/s11425-016-0117-3 |
语种 | 英语 |
资助项目 | Graduate Innovation Foundation of Shanghai University of Finance and Economics of China[CXJJ-2014-459] ; Graduate Innovation Foundation of Shanghai University of Finance and Economics of China[CXJJ-2015-430] ; National Natural Science Foundation of China[71271128] ; National Natural Science Foundation of China[71331006] ; National Natural Science Foundation of China[91546202] ; National Center for Mathematics and Interdisciplinary Sciences, Key Laboratory of Random Complex Structures and Data Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences[2008DP173182] ; Innovative Research Team in Shanghai University of Finance and Economics[IRT13077] |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied ; Mathematics |
WOS记录号 | WOS:000389916800014 |
出版者 | SCIENCE PRESS |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/24292 |
专题 | 应用数学研究所 |
通讯作者 | Zhou Yong |
作者单位 | 1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
推荐引用方式 GB/T 7714 | Shao Li,Yu Yuan,Zhou Yong. Sure feature screening for high-dimensional dichotomous classification[J]. SCIENCE CHINA-MATHEMATICS,2016,59(12):2527-2542. |
APA | Shao Li,Yu Yuan,&Zhou Yong.(2016).Sure feature screening for high-dimensional dichotomous classification.SCIENCE CHINA-MATHEMATICS,59(12),2527-2542. |
MLA | Shao Li,et al."Sure feature screening for high-dimensional dichotomous classification".SCIENCE CHINA-MATHEMATICS 59.12(2016):2527-2542. |
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