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Model-free feature screening for ultrahigh-dimensional data conditional on some variables
Liu, Yi1,2; Wang, Qihua1,3
2018-04-01
Source PublicationANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN0020-3157
Volume70Issue:2Pages:283-301
AbstractIn this paper, the conditional distance correlation (CDC) is used as a measure of correlation to develop a conditional feature screening procedure given some significant variables for ultrahigh-dimensional data. The proposed procedure is model free and is called conditional distance correlation-sure independence screening (CDC-SIS for short). That is, we do not specify any model structure between the response and the predictors, which is appealing in some practical problems of ultrahigh-dimensional data analysis. The sure screening property of the CDC-SIS is proved and a simulation study was conducted to evaluate the finite sample performances. Real data analysis is used to illustrate the proposed method. The results indicate that CDC-SIS performs well.
KeywordConditional distance correlation Feature selection Sure screening property High-dimensional data
DOI10.1007/s10463-016-0597-2
Language英语
Funding ProjectNational Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation for Creative Research Groups in China[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS ; Natural Science Fund of SZU
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000426105000005
PublisherSPRINGER HEIDELBERG
Citation statistics
Cited Times:4[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/29596
Collection应用数学研究所
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.China Univ Petr, Coll Sci, Qingdao 266580, Peoples R China
3.Shenzhen Univ, Inst Stat Sci, Shenzhen 518006, Peoples R China
Recommended Citation
GB/T 7714
Liu, Yi,Wang, Qihua. Model-free feature screening for ultrahigh-dimensional data conditional on some variables[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2018,70(2):283-301.
APA Liu, Yi,&Wang, Qihua.(2018).Model-free feature screening for ultrahigh-dimensional data conditional on some variables.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,70(2),283-301.
MLA Liu, Yi,et al."Model-free feature screening for ultrahigh-dimensional data conditional on some variables".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 70.2(2018):283-301.
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