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Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:

崔恒建教授,首都师范大学

Inviter:  
Title:
Model-free conditional screening for ultrahigh-dimensional survival data via conditional distance correlation
Language: Chinese
Time & Venue:
2022.12.06 16:00-17:30 腾讯会议: 178606843
Abstract:

How to select the active variables which have significant impact on the event of interest is a very important and meaningful problem in the statistical analysis of ultrahigh-dimensional data. In many applications, researchers often know a certain set of covariates are active variables from some previous investigations and experiences. With the knowledge of the important prior knowledge of active variables, we propose a model-free conditional screening procedure for ultrahigh dimensional survival data based on conditional distance correlation. The proposed procedure can effectively detect the hidden active variables which are jointly important but are weakly correlated with the response. Moreover, it performs well when covariates are strongly correlated with each other. We establish the sure screening property and the ranking consistency of the proposed method and conduct extensive simulation studies, which suggests that the proposed procedure works well for practical situations. Then we illustrate the new approach through a real data set from the diffuse large-B-cell lymphoma study.

 

 

 

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