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We consider an independence feature screening technique for identifying explanatory variables that locally contribute to the response variable in high-dimensional regression analysis. Without requiring a specific parametric form of the…

Statistics Theory · Mathematics 2016-03-31 Jinyuan Chang , Cheng Yong Tang , Yichao Wu

In this article, we develop a distributed variable screening method for generalized linear models. This method is designed to handle situations where both the sample size and the number of covariates are large. Specifically, the proposed…

Methodology · Statistics 2024-05-09 Tianbo Diao , Lianqiang Qu , Bo Li , Liuquan Sun

We introduce a two-step procedure, in the context of ultra-high dimensional additive models, which aims to reduce the size of covariates vector and distinguish linear and nonlinear effects among nonzero components. Our proposed screening…

Statistics Theory · Mathematics 2017-08-30 M. Kazemi , D. Shahsavani , M. Arashi

Social network platforms today generate vast amounts of data, including network structures and a large number of user-defined tags, which reflect users' interests. The dimensionality of these personalized tags can be ultra-high, posing…

Methodology · Statistics 2025-05-20 Wei Hu , Danyang Huang , Bo Zhang

A new approach for feature extraction from time series is proposed in this paper. This approach consists of a specific regression model incorporating a discrete hidden logistic process. The model parameters are estimated by the maximum…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…

Methodology · Statistics 2014-12-09 Shengchun Kong , Bin Nan

We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…

Machine Learning · Statistics 2015-11-24 Yang Ning , Tianqi Zhao , Han Liu

We introduce a quantile-adaptive framework for nonlinear variable screening with high-dimensional heterogeneous data. This framework has two distinctive features: (1) it allows the set of active variables to vary across quantiles, thus…

Statistics Theory · Mathematics 2013-12-12 Xuming He , Lan Wang , Hyokyoung Grace Hong

We propose a new model-free feature screening method based on energy distances for ultrahigh-dimensional binary classification problems. With a high probability, the proposed method retains only relevant features after discarding all the…

Methodology · Statistics 2023-05-19 Sarbojit Roy , Soham Sarkar , Subhajit Dutta , Anil K. Ghosh

We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the…

Methodology · Statistics 2022-03-04 Karl Oskar Ekvall , Aaron J. Molstad

We introduce a new kind of likelihood function based on the sequence of moments of the data distribution. Both binned and unbinned data samples are discussed, and the multivariate case is also derived. Building on this approach we lay out…

Data Analysis, Statistics and Probability · Physics 2015-03-09 Sylvain Fichet

Herein, we propose a Spearman rank correlation based screening procedure for ultrahigh-dimensional data with censored response case. The proposed method is model-free without specifying any regression forms of predictors or response…

Methodology · Statistics 2022-11-28 Hongni Wang , Jingxin Yan , Xiaodong Yan

This paper proposes a novel model-free screening procedure for ultrahigh dimensional data analysis. By utilizing slicing technique which has been successfully ap- plied to continuous variables, we construct a new index called the fused…

Methodology · Statistics 2016-12-28 Yan Xiao-Dong , Xie Jin-Han , Ding Xian-Wen , Wang Zhi-Qiang , Tang Nian-Sheng

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

Machine Learning · Computer Science 2024-09-10 Soham Gadgil , Ian Covert , Su-In Lee

We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases fully parametric models; semi-parametric…

Statistics Theory · Mathematics 2010-01-12 Song Xi Chen , Ingrid Van Keilegom

Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…

Methodology · Statistics 2024-09-17 Hanmei Sun , Jiangshan Zhang , Jiming Jiang

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

Data Analysis, Statistics and Probability · Physics 2023-08-31 Chenxu Yu , Yanxi Zhang

Ultrahigh dimensional data sets are becoming increasingly prevalent in areas such as bioinformatics, medical imaging, and social network analysis. Sure independent screening of such data is commonly used to analyze such data. Nevertheless,…

Methodology · Statistics 2020-10-15 Randall Reese , Xiaotian Dai , Guifang Fu

Feature selection and instance selection are two important techniques of data processing. However, such selections have mostly been studied separately, while existing work towards the joint selection conducts feature/instance selection…

Machine Learning · Computer Science 2022-05-18 Wei Fan , Kunpeng Liu , Hao Liu , Hengshu Zhu , Hui Xiong , Yanjie Fu