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• W2118047185 abstract "Variable selection in high-dimensional space characterizes many contemporary problems in scientific discovery and decision making. Many frequently-used techniques are based on independence screening; examples include correlation ranking (Fan and Lv, 2008) or feature selection using a two-sample t-test in high-dimensional classification (Tibshirani et al., 2003). Within the context of the linear model, Fan and Lv (2008) showed that this simple correlation ranking possesses a sure independence screening property under certain conditions and that its revision, called iteratively sure independent screening (ISIS), is needed when the features are marginally unrelated but jointly related to the response variable. In this paper, we extend ISIS, without explicit definition of residuals, to a general pseudo-likelihood framework, which includes generalized linear models as a special case. Even in the least-squares setting, the new method improves ISIS by allowing feature deletion in the iterative process. Our technique allows us to select important features in high-dimensional classification where the popularly used two-sample t-method fails. A new technique is introduced to reduce the false selection rate in the feature screening stage. Several simulated and two real data examples are presented to illustrate the methodology." @default.
• W2118047185 created "2016-06-24" @default.
• W2118047185 creator A5003721823 @default.
• W2118047185 creator A5031910872 @default.
• W2118047185 creator A5063897584 @default.
• W2118047185 date "2009-01-01" @default.
• W2118047185 modified "2023-10-03" @default.
• W2118047185 title "Ultrahigh dimensional feature selection: beyond the linear model." @default.
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• W2118047185 hasPubMedCentralId "https://www.ncbi.nlm.nih.gov/pmc/articles/3095976" @default.
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• W2118047185 hasPublicationYear "2009" @default.
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