Gini correlation for feature screening

DOI10.1007/s10255-021-1012-1zbMath1471.62386OpenAlexW3187800936MaRDI QIDQ2046243

Hang Wang, Jun-ying Zhang, Xiao-Feng Liu, Ri-quan Zhang

Publication date: 17 August 2021

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-021-1012-1

zbMATH Keywords

variable screeningfeature rankingultrahigh dimensioncardiomyopathy microarray dataGini correlation coefficient

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical aspects of big data and data science (62R07)

Uses Software

• ElemStatLearn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• Sure independence screening in generalized linear models with NP-dimensionality
• Statistics for high-dimensional data. Methods, theory and applications.
• Robust rank correlation based screening
• Generalized additive models
• On the proper bounds of the Gini correlation
• Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
• Variable selection in semiparametric regression modeling
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• Extended Bayesian information criteria for model selection with large model spaces
• Factor profiled sure independence screening
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• A Measure Of Association Based On Gin's Mean Difference
• Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
• Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
• Shrinkage Estimation of the Varying Coefficient Model
• Statistical significance for genomewide studies