2,844
Views
47
CrossRef citations to date
0
Altmetric
Theory and Methods

A Generic Sure Independence Screening Procedure

, , &
Pages 928-937 | Received 01 Oct 2016, Accepted 01 Mar 2018, Published online: 06 Aug 2018

References

  • Belbin, O., Carrasquillo, M. M., Crump, M., Culley, O. J., Hunter, T. A., Ma, L., Bisceglio, G., Zou, F., Allen, M., Dickson, D. W., R. Graff-Radford, N., C. Petersen, R., Morgan, K., and G. Younkin, S. (2011), “Investigation of 15 of the Top Candidate Genes for Late-Onset Alzheimer’s Disease,” Human Genetics, 129, 273–282.
  • Fan, J., Feng, Y., and Song, R. (2009), “Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models,” Journal of the American Statistical Association, 106, 544–557.
  • Fan, J., Feng, Y., and Tong, X. (2010), “A ROAD to Classification in High Dimensional Space.” Journal of The Royal Statistical Society, Series B, 74, 745–770.
  • Fan, J., and Li, R. (2001), “Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties,” Journal of the American Statistical Association, 96, 1348–1360.
  • Fan, J., and Lv, J. (2008), “Sure Independence Screening for Ultra-High Dimensional Feature Space,” Journal of the Royal Statistical Society, Series B, 70, 849–911.
  • Fan, J., Song, R., (2010), “Sure Independence Screening in Generalized Linear Models with NP-Dimensionality,” The Annals of Statistics, 38, 3567–3604.
  • Fan, Y., Kong, Y., Li, D., and Lv, J. (2017), “Interaction Pursuit with Feature Screening and Seletcion,” Preprint, available at arXiv:1605.08933.
  • Gorst-Rasmussen, A., and Scheike, T. (2013), “Independent Screening for Single-Index Hazard Rate Models With Ultra-High Dimensional Features,” Journal of the Royal Statistical Society, Series B, 75, 217–245.
  • Gretton, A., Fukumizu, K., Teo, C. H., Song, L., Scholkopf, B., and Smola, A. J. (2008), “A Kernel Statistical Test of Independence,” Advances in Neural Information Processing Systems, 2, 585–592.
  • Hao, X., Yan, J., Yao, X., Risacher, S. L., Saykin, A. J., Zhang, D., and Shen, L. (2016), “Diagnosis-Guided Method for Identifying Multi-Modality Neuroimaging Biomarkers Associated With Genetic Risk Factors in Alzheimer’s Disease,” Pacific Symposium on Biocomputing, 21, 108–119.
  • Hastie, T., Tibshirani, R., and Friedman, J. (2004), The Elements of Statistical Learning., Vol. 1, Springer Series in Statistics. New York: Springer.
  • Huang, D., Li, R., and Wang, H. (2013), “Feature Screening for Ultra-High Dimensional Categorical Data With Applications,” Journal of Business & Economic Statistics, 32, 237–244.
  • Kong, Y., Li, D., Fan, Y., and Lv, J. (2017), “Interaction Pursuit in High-Dimensional Multi-Response Regression via Distance Correlation,” The Annals of Statistics, 45, 897–922.
  • Lescai, F., Chiamenti, A. M., Codemo, A., Pirazzini, C., D’Agostino, G., Ruaro, C., Ghidoni, R., Benussi, L., Galimberti, D., Esposito, F., Marchegianil, F., Cardellil, M., Olivieril, F., Nacmiasm, B., Sorbim, S., Tagliavinin, F., Albanio, D., Boneschik, F. M., Binettih, G., Santoro, A., Forlonio, G., Scarpinii, E., Crepaldid, G., Gabel-lid, C., and Franceschi, C. (2011), “An APOE Haplotype Associated with Decreased ϵ4 expression Increases the Risk of late onset Alzheimer’s Disease,” Journal of Alzheimer’s Disease, 24, 235–245.
  • Li, R., Zhong, W., and Zhu, L. (2012), “Feature Screening via Distance Correlation Learning,” Journal of the American Statistical Association, 107, 1129–1139.
  • Lyons, R. (2013), “Distance Covariance in Metric Spaces,” The Annals of Probability, 41, 3284–3305.
  • Pan, W., Wang, X., Zhang, H., Zhu, H., and Zhu, J. (2018), “Ball Covariance: A Generic Measure of Dependence in Banach Space,” unpublished manuscript.
  • Peng, L., and Fine, J. P. (2009), “Competing Risks Quantile Regression,” Journal of the American Statistical Association, 104, 1440–1453.
  • Sejdinovic, D., Sriperumbudur, B. K., Gretton, A., and Fukumizu, K. (2013), “Equivalence of Distance-Based and RKHS-Based Statistics in Hypothesis Testing,” Annals of Statistics, 41, 2263–2291.
  • Shao, X., and Zhang, J. (2014), “Martingale Difference Correlation and its use in High-Dimensional Variable Screening,” Journal of the American Statistical Association, 109, 1302–1318.
  • Shibata, N., Kawarai, T., Lee, J. H., Lee, H.-S., Shibata, E., Sato, C., Liang, Y., Duara, R., Mayeux, R. P., St George-Hyslop, P. H., (2006), “Association Studies of Cholesterol Metabolism Genes (CH25H, ABCA1 and CH24H) in Alzheimer’s Disease,” Neuroscience Letters, 391, 142–146.
  • Song, R., Lu, W., Ma, S., and Jeng, X. J. (2014), “Censored Rank Independence Screening for High-Dimensional Survival Data,” Biometrika, 101, 799–814.
  • Tibshirani, R. (1996), “Regression Shrinkage and Selection via the Lasso,” Journal of the Royal Statistical Society, Series B, 58, 267–288.
  • Wang, H., Nie, F., Huang, H., Kim, S., Nho, K., Risacher, S. L., Saykin, A. J., and Shen, L. (2012), “Identifying Quantitative Trait Loci via Group-Sparse Multitask Regression and Feature Selection,” Bioinformatics, 28, 229–237.
  • Wang, X., Leng, C., and Dunson, D. B. (2015), “On the Consistency Theory of High Dimensional Variable Screening,” Neural Information Processing Systems, 28, 2431–2439.
  • Wang, Y., Song, Y., Rajagopalan, P., An, T., Liu, K., Chou, Y., Gutman, B. A., Toga, A. W., and Thompson, P. M. (2011), “Surface-Based TBM Boosts Power to Detect Disease Effects on the Brain: an N=804 ADNI Study,” NeuroImage, 56, 1993–2010.
  • Zhao, S. D., and Li, Y. (2012), “Principled Sure Independence Screening for Cox Models With Ultra-High-Dimensional Covariates,” Journal of Multivariate Analysis, 105, 397–411.
  • Zhong, W., and Zhu, L. (2015), “An Iterative Approach to Distance Correlation-Based Sure Independence Screening,” Journal of Statistical Computation and Simulation, 85, 2331–2345.
  • Zhu, L., Li, L., Li, R., and Zhu, L. (2011), “Model-Free Feature Screening for Ultra-High-Dimensional Data,” Journal of the American Statistical Association, 106, 1464–1475.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.