CSpace  > 应用数学研究所
Sure feature screening for high-dimensional dichotomous classification
Shao Li1; Yu Yuan1; Zhou Yong1,2
2016-12-01
Source PublicationSCIENCE CHINA-MATHEMATICS
ISSN1674-7283
Volume59Issue:12Pages:2527-2542
AbstractThe 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.
Keywordultra-high dimensional data dichotomous classification sure screening property
DOI10.1007/s11425-016-0117-3
Language英语
Funding ProjectGraduate 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 Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000389916800014
PublisherSCIENCE PRESS
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/24292
Collection应用数学研究所
Affiliation1.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
Recommended Citation
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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Shao Li]'s Articles
[Yu Yuan]'s Articles
[Zhou Yong]'s Articles
Baidu academic
Similar articles in Baidu academic
[Shao Li]'s Articles
[Yu Yuan]'s Articles
[Zhou Yong]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Shao Li]'s Articles
[Yu Yuan]'s Articles
[Zhou Yong]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.