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Linear screening for high-dimensional computer experiments

文献类型：期刊论文

作者Li, Chunya1,2; Chen, Daijun3; Xiong, Shifeng2
刊名STAT
出版日期2021-12-01
卷号10期号:1页码:9
关键词best linear approximation best subset regression nonlinear model sure independence screening
ISSN号2049-1573
DOI10.1002/sta4.320
英文摘要In this paper, we propose a linear variable screening method for computer experiments when the number of input variables is larger than the number of runs. This method uses a linear model to model the nonlinear data and screens important variables by existing screening methods for linear models. When the underlying simulator is nearly sparse, we prove that the linear screening method is asymptotically valid under mild conditions. To improve the screening accuracy for some extreme cases, we also provide a two-stage procedure that uses different basis functions in the linear model. The proposed methods are very simple and easy to implement. Numerical results indicate that our methods outperform existing model-free screening methods.
资助项目National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11871033]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000735456200025
出版者WILEY
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/59757]  
专题中国科学院数学与系统科学研究院
通讯作者Xiong, Shifeng
作者单位1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, KLSC, NCMIS, Zhongguancun East Rd 55, Beijing 100190, Peoples R China
3.Nuance Commun Inc, Chengdu 610094, Peoples R China
推荐引用方式
GB/T 7714		 Li, Chunya,Chen, Daijun,Xiong, Shifeng. Linear screening for high-dimensional computer experiments[J]. STAT,2021,10(1):9.
APA Li, Chunya,Chen, Daijun,&Xiong, Shifeng.(2021).Linear screening for high-dimensional computer experiments.STAT,10(1),9.
MLA Li, Chunya,et al."Linear screening for high-dimensional computer experiments".STAT 10.1(2021):9.

入库方式： OAI收割

来源：数学与系统科学研究院

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