Construct · 1 fields · 1 citations

sure independence screening: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
sure independencescreening1 CONSTRUCTSure independenceFAN · STATISTICS

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Statistics

a first-pass reduction for ultrahigh-dimensional data that keeps predictors with the largest marginal correlations with the outcome before a finer selection step.

In statistics, sure independence screening refers to a first-pass reduction for ultrahigh-dimensional data that keeps predictors with the largest marginal correlations with the outcome before a finer selection step. This meaning comes from Fan (2008) in Journal of the Royal Statistical Society Series B: Statistical Methodology.[1]

Unit
Recovery means
Measured by

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Nearby constructs

first-pass1 fields · 1 citationsanchor · a standalone constructmarginal3 fields · 3 citationsjingle · one word, three constructsreduction5 fields · 5 citationsjingle · one word, five constructs

References

  1. Fan, J., & Lv, J. (2008). Sure Independence Screening for Ultrahigh Dimensional Feature Space. Journal of the Royal Statistical Society Series B: Statistical Methodology, 70(5), 849-911. https://doi.org/10.1111/j.1467-9868.2008.00674.x

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