101. Model-free feature screening for ultrahigh-dimensional data conditional on some variables.
- Author
-
Liu, Yi and Wang, Qihua
- Subjects
MATHEMATICAL variables ,DATA analysis ,SIMULATION methods & models ,ALGORITHMS ,FEATURE selection - Abstract
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. [ABSTRACT FROM AUTHOR]
- Published
- 2018
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