主  題: Sufficient Variable Selection Using Independence Measures for Continuous Responses 

內(nèi)容簡(jiǎn)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

報(bào)告人: 殷向榮    教授    博導(dǎo)

時(shí)  間: 2018-07-12    16:00 

地  點(diǎn): 競(jìng)慧樓302 

舉辦單位: 統(tǒng)計(jì)與數(shù)學(xué)學(xué)院  澄園書(shū)院