KMS Of Academy of mathematics and systems sciences, CAS
| Linear screening for high-dimensional computer experiments | |
| Li, Chunya1,2; Chen, Daijun3; Xiong, Shifeng2 | |
| 2021-12-01 | |
| Source Publication | STAT
 |
| ISSN | 2049-1573 |
| Volume | 10Issue:1Pages:9 |
| Abstract | In this paper, we propose a linear variable screening method for computer experiments when the number of input variables is larger than the number of runs. This method uses a linear model to model the nonlinear data and screens important variables by existing screening methods for linear models. When the underlying simulator is nearly sparse, we prove that the linear screening method is asymptotically valid under mild conditions. To improve the screening accuracy for some extreme cases, we also provide a two-stage procedure that uses different basis functions in the linear model. The proposed methods are very simple and easy to implement. Numerical results indicate that our methods outperform existing model-free screening methods. |
| Keyword | best linear approximation best subset regression nonlinear model sure independence screening |
| DOI | 10.1002/sta4.320 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11871033] |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000735456200025 |
| Publisher | WILEY |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/59758 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Xiong, Shifeng |
| Affiliation | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, KLSC, NCMIS, Zhongguancun East Rd 55, Beijing 100190, Peoples R China 3.Nuance Commun Inc, Chengdu 610094, Peoples R China |
| Recommended Citation GB/T 7714 | Li, Chunya,Chen, Daijun,Xiong, Shifeng. Linear screening for high-dimensional computer experiments[J]. STAT,2021,10(1):9. |
| APA | Li, Chunya,Chen, Daijun,&Xiong, Shifeng.(2021).Linear screening for high-dimensional computer experiments.STAT,10(1),9. |
| MLA | Li, Chunya,et al."Linear screening for high-dimensional computer experiments".STAT 10.1(2021):9. |
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