Name
Title | ||
|---|---|---|
Feature Screening for Nonparametric and Semiparametric Models with Ultrahigh-Dimensional Covariates. |
Abstract | ||
|---|---|---|
This paper considers the feature screening and variable selection for ultrahigh dimensional covariates. The new feature screening procedure base on conditional expectation which is used to differentiate whether an explanatory variable contributes to a response variable or not, without requiring a specific parametric form of the underlying data model. The authors estimate the marginal conditional expectation by kernel regression estimator. The proposed method is showed to have sure screen property. The authors propose an iterative kernel estimator algorithm to reduce the ultrahigh dimensionality to an appropriate scale. Simulation results and real data analysis demonstrate the proposed method works well and performs better than competing methods. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1007/s11424-017-6310-6 | J. Systems Science & Complexity |
Keywords | Field | DocType |
Conditional expectation, dimensionality reduction, nonparametric and semiparametric models, ultrahigh dimension, variable screening | Covariate,Mathematical optimization,Dimensionality reduction,Feature selection,Algorithm,Conditional expectation,Semiparametric model,Semiparametric regression,Mathematics,Kernel regression,Estimator | Journal |
Volume | Issue | ISSN |
31 | 5 | 1009-6124 |
Citations | PageRank | References |
0 | 0.34 | 2 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Junying Zhang | 1 | 153 | 21.12 |
| Riquan Zhang | 2 | 52 | 21.55 |
| Jiajia Zhang | 3 | 26 | 16.64 |