Sure feature screening for high-dimensional dichotomous classification

doi:10.1007/s11425-016-0117-3

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	Sure feature screening for high-dimensional dichotomous classification
	Shao Li 1; Yu Yuan 1; Zhou Yong1,2
刊名	SCIENCE CHINA-MATHEMATICS
	2016-12-01
卷号	59 期号:12 页码:2527-2542
关键词	ultra-high dimensional data dichotomous classification sure screening property
ISSN号	1674-7283
DOI	10.1007/s11425-016-0117-3
英文摘要	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.
资助项目	Graduate Innovation Foundation of Shanghai University of Finance and Economics of China[CXJJ-2014-459] ; Graduate Innovation Foundation of Shanghai University of Finance and Economics of China[CXJJ-2015-430] ; National Natural Science Foundation of China[71271128] ; National Natural Science Foundation of China[71331006] ; National Natural Science Foundation of China[91546202] ; National Center for Mathematics and Interdisciplinary Sciences, Key Laboratory of Random Complex Structures and Data Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences[2008DP173182] ; Innovative Research Team in Shanghai University of Finance and Economics[IRT13077]
WOS研究方向	Mathematics
语种	英语
出版者	SCIENCE PRESS
WOS记录号	WOS:000389916800014
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/24291]
专题	应用数学研究所
通讯作者	Zhou Yong
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Shao Li,Yu Yuan,Zhou Yong. Sure feature screening for high-dimensional dichotomous classification[J]. SCIENCE CHINA-MATHEMATICS,2016,59(12):2527-2542.
APA	Shao Li,Yu Yuan,&Zhou Yong.(2016).Sure feature screening for high-dimensional dichotomous classification.SCIENCE CHINA-MATHEMATICS,59(12),2527-2542.
MLA	Shao Li,et al."Sure feature screening for high-dimensional dichotomous classification".SCIENCE CHINA-MATHEMATICS 59.12(2016):2527-2542.