This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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49
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Type:
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Invited
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Date/Time:
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Sunday, August 1, 2010 : 4:00 PM to 5:50 PM
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Sponsor:
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Section on Statistical Learning and Data Mining
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Abstract - #305952 |
Title:
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Grouped Variables Independence Screening in Sparse Ultra High-Dimensional Feature Space
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Author(s):
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Rui Song*+
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Companies:
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Colorado State University
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Address:
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, , ,
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Keywords:
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independent learning ;
sure independence screening ;
variable selection
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Abstract:
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In this work, we extend the correlation learning to marginal grouped variable screening. Our grouped variable independence screening is called GIS, a specific member of the sure independence screening. Several closely related variable screening procedures are proposed. It is shown that under some mild technical conditions, the proposed independence screening methods enjoy a sure screening property. The extent to which the dimensionality can be reduced by independence screening is also explicitly quantified. This is a joint work with Jianqing Fan and Yang Feng.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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