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Sure feature screening for high-dimensional dichotomous classification
Ist Teil von
中国科学：数学英文版, 2016 (12), p.2527-2542
Erscheinungsjahr
2016
Link zum Volltext
Quelle
SpringerLink
Beschreibungen/Notizen
The curse of high-dimensionality has emerged in the statistical fields more and more frequently.Many techniques have been developed to address this challenge for classification problems. We propose a novel feature screening procedure for dichotomous response data. This new method can be implemented as easily as t-test marginal screening approach, and the proposed procedure is free of any subexponential tail probability conditions and moment requirement and not restricted in a specific model structure. We prove that our method possesses the sure screening property and also illustrate the effect of screening by Monte Carlo simulation and apply it to a real data example.