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Model free feature screening for ultrahigh dimensional data with responses missing at random
Lai, Peng1; Liu, Yiming2; Liu, Zhi3,4; Wan, Yi3,4
2017-01
Source PublicationCOMPUTATIONAL STATISTICS & DATA ANALYSIS
ISSN0167-9473
Volume105Pages:201-216
Abstract

The paper concerns the feature screening for the ultrahigh dimensional data with responses missing at random. A model free feature screening procedure based on the inverse probability weighted methods has been proposed, where the Kolmogorov filter method is used to screen the important features under an unknown propensity score function. The suggested screening procedure has several desirable advantages. First, it has property of robust to heavy-tailed distributions of predictors and the presence of potential outliers. Second, it is a model free procedure with mild model assumptions. Third, it can deal with the missing data problem with responses missing at random. Monte Carlo simulation studies are conducted to examine the performance of the proposed procedure and a real data application is also conducted to evaluate and illustrate the proposed methods. (C) 2016 Elsevier B.V. All rights reserved.

KeywordUltrahigh Dimensional Data Missing At Random Feature Screening Sure Screening Property
DOI10.1016/j.csda.2016.08.008
URLView the original
Indexed BySCI
Language英语
WOS Research AreaComputer Science ; Mathematics
WOS SubjectComputer Science, Interdisciplinary Applications ; Statistics & Probability
WOS IDWOS:000385604500014
PublisherELSEVIER SCIENCE BV
The Source to ArticleWOS
Fulltext Access
Citation statistics
Cited Times [WOS]:15   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Affiliation1.Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing, Jiangsu, Peoples R China
2.Nanyang Technol Univ, Div Math Sci, Singapore, Singapore
3.Univ Macau, Zhuhai, Peoples R China
4.UMacau Res Inst, Zhuhai, Peoples R China
Recommended Citation
GB/T 7714
Lai, Peng,Liu, Yiming,Liu, Zhi,et al. Model free feature screening for ultrahigh dimensional data with responses missing at random[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2017,105:201-216.
APA Lai, Peng,Liu, Yiming,Liu, Zhi,&Wan, Yi.(2017).Model free feature screening for ultrahigh dimensional data with responses missing at random.COMPUTATIONAL STATISTICS & DATA ANALYSIS,105,201-216.
MLA Lai, Peng,et al."Model free feature screening for ultrahigh dimensional data with responses missing at random".COMPUTATIONAL STATISTICS & DATA ANALYSIS 105(2017):201-216.
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