Sufficient dimension reduction via random‐partitions for the large‐p‐small‐n problem

DOI10.1111/BIOM.12926zbMath1436.62571arXiv1703.07246OpenAlexW2963070456WikidataQ90566094 ScholiaQ90566094MaRDI QIDQ5214469

Su-Yun Huang, Hung Hung

Publication date: 7 February 2020

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.07246

zbMATH Keywords

randomized algorithmsufficient dimension reductionsure screening propertyrandom sketchingdistance correlation screeningrandom-partition

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)

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