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As a computationally fast and working efficient tool, sure independence screening has received much attention in solving ultrahigh dimensional problems. This paper contributes two robust sure screening approaches that simultaneously take…

Methodology · Statistics 2021-07-27 Xiaochao Xia

This paper advances a variable screening approach to enhance conditional quantile forecasts using high-dimensional predictors. We have refined and augmented the quantile partial correlation (QPC)-based variable screening proposed by Ma et…

Econometrics · Economics 2024-10-22 Hongqi Chen , Ji Hyung Lee

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

This paper studies the distributed conditional feature screening for massive data with ultrahigh-dimensional features. Specifically, three distributed partial correlation feature screening methods (SAPS, ACPS and JDPS methods) are firstly…

Methodology · Statistics 2024-03-12 Naiwen Pang , Xiaochao Xia

This paper treats the problem of screening for variables with high correlations in high dimensional data in which there can be many fewer samples than variables. We focus on threshold-based correlation screening methods for three related…

Machine Learning · Statistics 2015-03-18 Alfred O. Hero , Bala Rajaratnam

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

Feature screening is a powerful tool in the analysis of high dimensional data. When the sample size $N$ and the number of features $p$ are both large, the implementation of classic screening methods can be numerically challenging. In this…

Methodology · Statistics 2019-03-12 Xingxiang Li , Runze Li , Zhiming Xia , Chen Xu

In practical applications, one often does not know the "true" structure of the underlying conditional quantile function, especially in the ultra-high dimensional setting. To deal with ultra-high dimensionality, quantile-adaptive marginal…

Methodology · Statistics 2024-04-26 Daoji Li , Yinfei Kong , Dawit Zerom

Regression analysis has always been a hot research topic in statistics. We propose a very flexible semi-parametric regression model called Elliptical Copula Regression (ECR) model, which covers a large class of linear and nonlinear…

Methodology · Statistics 2020-05-12 Yong He , Liang Zhang , Jiadong JI , Xinsheng Zhang

Differential co-expression analysis has been widely applied by scientists in understanding the biological mechanisms of diseases. However, the unknown differential patterns are often complicated; thus, models based on simplified parametric…

Methodology · Statistics 2022-01-13 Tianxi Li , Xiwei Tang , Ajay Chatrath

Feature screening is useful and popular to detect informative predictors for ultrahigh-dimensional data before developing proceeding statistical analysis or constructing statistical models. While a large body of feature screening procedures…

Methodology · Statistics 2020-08-12 Li-Pang Chen

We introduce a new approach to variable selection, called Predictive Correlation Screening, for predictor design. Predictive Correlation Screening (PCS) implements false positive control on the selected variables, is well suited to small…

Machine Learning · Statistics 2013-04-11 Hamed Firouzi , Bala Rajaratnam , Alfred Hero

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

Instance-wise feature selection and ranking methods can achieve a good selection of task-friendly features for each sample in the context of neural networks. However, existing approaches that assume feature subsets to be independent are…

Machine Learning · Computer Science 2023-08-02 Hanyu Peng , Guanhua Fang , Ping Li

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

In recent years we have been able to gather large amounts of genomic data at a fast rate, creating situations where the number of variables greatly exceeds the number of observations. In these situations, most models that can handle a…

Methodology · Statistics 2025-02-07 Andrea Bratsberg , Abhik Ghosh , Magne Thoresen

Feature screening is an important method to reduce the dimension and capture informative variables in ultrahigh-dimensional data analysis. Many methods have been developed for feature screening. These methods, however, are challenged by…

Methodology · Statistics 2019-01-08 Li-Pang Chen

We propose Partial Correlation Screening (PCS) as a new row-by-row approach to estimating a large precision matrix $\Omega$. To estimate the $i$-th row of $\Omega$, $1 \leq i \leq p$, PCS uses a Screen step and a Clean step. In the Screen…

Methodology · Statistics 2014-09-12 Shiqiong Huang , Jiashun Jin , Zhigang Yao

Developing a reliable and practical face recognition system is a long-standing goal in computer vision research. Existing literature suggests that pixel-wise face alignment is the key to achieve high-accuracy face recognition. By assuming a…

Computer Vision and Pattern Recognition · Computer Science 2015-01-21 Yuting Zhang , Kui Jia , Yueming Wang , Gang Pan , Tsung-Han Chan , Yi Ma

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

Methodology · Statistics 2016-01-29 Yiyuan She , Shijie Li , Dapeng Wu
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