Linear screening for high-dimensional computer experiments

doi:10.1002/sta4.320

CSpace

	Linear screening for high-dimensional computer experiments
	Li, Chunya 1,2; Chen, Daijun 3; Xiong, Shifeng 2
	2021-12-01
发表期刊	STAT
ISSN	2049-1573
卷号	10 期号:1 页码:9
摘要	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.
关键词	best linear approximation best subset regression nonlinear model sure independence screening
DOI	10.1002/sta4.320
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11871033]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000735456200025
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/59758
专题	中国科学院数学与系统科学研究院
通讯作者	Xiong, Shifeng
作者单位	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
推荐引用方式 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.