...
首页> 外文期刊>Statistical papers >Model-free conditional screening via conditional distance correlation
【24h】

Model-free conditional screening via conditional distance correlation

机译:通过条件距离相关性无型有条件筛选

获取原文
获取原文并翻译 | 示例
           

摘要

With the knowledge on the predetermined active predictors, we develop a feature screening procedure via the conditional distance correlation learning. The proposed procedure can significantly lower the correlation among the predictors when they are highly correlated and thus reduce the numbers of false positive and false negative. Meanwhile, when the conditional set is unable to be accessed beforehand, a data-driven method is provided to select it. We establish both the ranking consistency and the sure screening property for the new proposed procedure. To compare the performance of our method with its competitors, extensive simulations are conducted, which shows that the new procedure performs well in both the linear and nonlinear models. Finally, a real data analysis is investigated to further illustrate the effectiveness of the new method.
机译:利用关于预定的活性预测器的知识,我们通过条件距离相关学习开发特征筛选过程。 当它们高度相关时,所提出的程序可以显着降低预测器之间的相关性,从而减少假阳性和假阴性的数量。 同时,当预先访问条件集时,提供数据驱动方法以选择它。 我们建立了新的拟议程序的排名一致性和确定的筛选财产。 为了比较我们对其竞争对手的方法的性能,进行了广泛的模拟,这表明新程序在线性和非线性模型中表现良好。 最后,研究了真实的数据分析,以进一步说明新方法的有效性。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号