We consider the model-free feature screening problem that aims to discard non-informative features before downstream analysis. Most of the existing feature screening approaches have at least quadratic
An initial screening of which covariates are relevant is a common practice in high-dimensional regression models. The classic feature screening selects only a subset of covariates correlated with the
This article proposes a model-free and data-adaptive feature screening method for ultrahigh-dimensional data. The proposed method is based on the projection correlation which measures the dependence b
Feature screening is a commonly-used strategy to eliminate irrelevant features in high-dimensional classification. When one encounters big datasets with both high dimensionality and huge sample size,
This work is concerned with marginal sure independence feature screening for ultrahigh dimensional discriminant analysis. The response variable is categorical in discriminant analysis. This enables us