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Sufficient Variable Selection Using Independence Measures for Continuous Responses-殷向荣 (美国肯塔基大学)

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 


责任编辑: 科研处
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