相关论文: Distributed Conditional Feature Screening via Pear…

The problem of selecting a handful of truly relevant variables in supervised machine learning algorithms is a challenging problem in terms of untestable assumptions that must hold and unavailability of theoretical assurances that selection…

This paper proposes a model-free and data-adaptive feature screening method for ultra-high dimensional datasets. The proposed method is based on the projection correlation which measures the dependence between two random vectors. This…

Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…

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…

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…

Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…

Identifying multivariate dependencies in high-dimensional data is an important problem in large-scale inference. This problem has motivated recent advances in mining (partial) correlations, which focus on the challenging ultra-high…

Distributed optimization has been widely used as one of the most efficient approaches for model training with massive samples. However, large-scale learning problems with both massive samples and high-dimensional features widely exist in…

Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…

Controlling the False Discovery Rate (FDR) in a variable selection procedure is critical for reproducible discoveries, and it has been extensively studied in sparse linear models. However, it remains largely open in scenarios where the…

In this era of "big" data, not only the large amount of data keeps motivating distributed computing, but concerns on data privacy also put forward the emphasis on distributed learning. To conduct feature selection and to control the false…

We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the…

Screening for ultrahigh dimensional features may encounter complicated issues such as outlying observations, heteroscedasticity or heavy-tailed distribution, multi-collinearity and confounding effects. Standard correlation-based marginal…

Feature screening for ultrahigh-dimension, in general, proceeds with two essential steps. The first step is measuring and ranking the marginal dependence between response and covariates, and the second is determining the threshold. We…

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…

False discovery rate (FDR) control is a popular approach for maintaining the integrity of statistical analyses, especially in high-dimensional data settings, where multiple comparisons increase the risk of false positives. FDR control has…

False discovery rate (FDR) controlling procedures provide important statistical guarantees for the replicability in signal identification based on multiple hypotheses testing. In many fields of study, FDR controlling procedures are used in…

We in this paper propose a directional regression based approach for ultrahigh dimensional sufficient variable screening with censored responses. The new method is designed in a model-free manner and thus can be adapted to various complex…

Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…

Controlling false discovery rate (FDR) is crucial for variable selection, multiple testing, among other signal detection problems. In literature, there is certainly no shortage of FDR control strategies when selecting individual features,…