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stat.ME2022
Model-Free, Monotone Invariant and Computationally Efficient Feature Screening with Data-adaptive Threshold
Linsui Deng, Yilin Zhang
Feature screening for ultrahigh-dimension, in general, proceeds with two essential steps. The first step is measuring and ranking the marginal dependence between response and covar…
stat.ME2022★ 2 cited
Kernel Angle Dependence Measures for Complex Objects
Yilin Zhang, Songshan Yang
Measuring and testing dependence between complex objects is of great importance in modern statistics. Most existing work relied on the distance between random variables, which inev…