Model-free feature screening for ultrahigh-dimensional data conditional on some variables | |
Liu, Yi1,2; Wang, Qihua1,3![]() | |
刊名 | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
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2018-04-01 | |
卷号 | 70期号:2页码:283-301 |
关键词 | Conditional distance correlation Feature selection Sure screening property High-dimensional data |
ISSN号 | 0020-3157 |
DOI | 10.1007/s10463-016-0597-2 |
英文摘要 | In 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. |
资助项目 | National 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研究方向 | Mathematics |
语种 | 英语 |
出版者 | SPRINGER HEIDELBERG |
WOS记录号 | WOS:000426105000005 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/29595] ![]() |
专题 | 应用数学研究所 |
通讯作者 | Wang, Qihua |
作者单位 | 1.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 |
推荐引用方式 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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