Feature Screening for Ultrahigh Dimensional Categorical Data With Applications
Feature Screening for Ultrahigh Dimensional Categorical Data With Applications
Ultrahigh dimensional data with both categorical responses and categorical covariates are frequently encountered in the analysis of big data, for which feature screening has become an indispensable statistical tool. We propose a Pearson chi-square based feature screening procedure for categorical response with ultrahigh dimensional categorical covariates. The proposed procedure can …