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【预告】葡京游戏平台官方网址“京师统计”系列学术报告(2017年第6期)

报告题目:Model-Free Conditional Independence Feature Screening For Ultrahigh  Dimensional Data

报告时间:2018111(周四) 16:00

报告地点:葡京游戏平台官方网址办公楼1-104会议室

人:王禄恒

报告摘要:Feature screening plays an important role in ultrahigh dimensional data analysis. This paper is concerned with conditional feature screening when one is interested in detecting the association between the response and ultrahigh dimensional predictors (e.g., genetic makers) given a low-dimensional exposure variable (such as clinical variables or environmental variables). To this end, we first propose a new index to measure conditional independence, and further develop a conditional screening procedure based on the newly proposed index. We systematically study the theoretical property of the proposed procedure and establish the sure screening and ranking consistency properties under some very mild conditions. The newly proposed screening procedure enjoys some appealing properties. (a) It is model-free in that its implementation does not require a specification on the model structure; (b) it is robust to heavy-tailed distributions or outliers in both directions of response and predictors; and (c) it can deal with both feature screening and the conditional screening in a unified way. We study the finite sample performance of the proposed procedure by Monte Carlo simulations and further illustrate the proposed method through two real data examples.