主 题: Sufficient Variable Selection Using Independence Measures for Continuous Responses
内容简介: In this talk, we propose two sufficient variable selection procedures: one-stage and two-stage approaches using independence measures for continuous responses. Although any independence measure can be used, we use distance correlation and Hilbert-Schmidt Independence Criterion correlation to illustrate the two procedures. By comparing with some existing marginal screening methods, we show the advantages of the proposed procedures through simulation studies and a real data analysis. Our procedures are model-free and robust against model misspecification, especially useful, when the active predictors are marginally independent of the response
报告人: 殷向荣 教授 博导
时 间: 2018-07-12 16:00
地 点: 竞慧楼302
举办单位: 统计与数学学院 澄园书院