主 题:审计与统计
内容简介:In this talk, we propose two sufficient variable selection procedures: one-stage and two-stage approaches using independence measures for continuous responses. Although any independence measure can be used, we use distance correlation and Hilbert-Schmidt Independence Criterion correlation to illustrate the two procedures. By comparing with some existing marginal screening methods, we show the advantages of the proposed procedures through simulation studies and a real data analysis. Our procedures are model-free and robust against model misspecification, especially useful, when the active predictors are marginally independent of the response.
报告人:郑石桥 教授 博导
时 间:2018-11-21 14:30
地 点:竞慧东楼302
举办单位:统计与数学学院 统计科学与大数据研究院
