On sufficient variable screening using log odds ratio filter
نویسندگان
چکیده
For ultrahigh-dimensional data, variable screening is an important step to reduce the scale of problem, hence, improve estimation accuracy and efficiency. In this paper, we propose a new dependence measure which called log odds ratio statistic be used under sufficient framework. The approach ensures sufficiency selected input features in modeling regression function enhancement existing marginal methods. addition, ensemble combine proposed fused filter with Kolmogorov achieve supreme performance by taking advantages both filters. We establish sure properties for screening. Extensive simulations real data analysis are provided demonstrate usefulness procedure.
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2022
ISSN: ['1935-7524']
DOI: https://doi.org/10.1214/21-ejs1951