Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
超高维单指标风险率模型的独立筛选
Summary In data sets with many more features than observations, independent screening based on all univariate regression models leads to a computationally convenient variable selection method. Recent efforts have shown that, in the case of generalized linear models, independent screening may suffice to capture all relevant features with high probability, even in ultrahigh dimension. It is unclear whether this formal sure screening property is attainable when the response is…