Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
Summary In data sets with many more features than observations, independent screening based on all univariate regression models leads to a computationally convenient variable selection method. Recent efforts have shown that, in the case of generalized linear models, independent screening may suffice to capture all relevant features with high probability, …