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Statistics Seminar
Department of Mathematical Sciences
DATE: | Thursday, April 2, 2020 |
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TIME: | 1:15pm – 2:15pm |
LOCATION: | WH 100E |
SPEAKER: | Shaofei Zhao, Binghamton University |
TITLE: | Feature Screening via Distance Correlation Learning |
Abstract
After Fan and Lv's 2008 paper about feature screening using SIS, the so called ultrahigh dimensional data are drawing more and more attention. Runze Li et.al published another paper by using distance correlation to do feature screening, this method improves original SIS significantly and can be applied under more general settings. We will review this paper and try to recover some of the simulation results.