Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Ultrahigh dimensional variable selection: beyond the linear model   Variable selection in high-dimensional space characterizes many contemporary
problems in scientific discovery and decision making. Many frequently-used
techniques are based on independence screening; examples include correlation
ranking (Fan and Lv, 2008) or feature selection using a two-sample t-test in
high-dimensional classification (Tibshirani et al., 2003). Within the context
of the linear model, Fan and Lv (2008)showed that this simple correlation
ranking possesses a sure independence screening property under certain
conditions and that its revision, called iteratively sure independent screening
(ISIS), is needed when the features are marginally unrelated but jointly
related to the response variable. In this paper, we extend ISIS, without
explicit definition of residuals, to a general pseudo-likelihood framework,
which includes generalized linear models as a special case. Even in the
least-squares setting, the new method improves ISIS by allowing variable
deletion in the iterative process. Our technique allows us to select important
features in high-dimensional classification where the popularly used two-sample
t-method fails. A new technique is introduced to reduce the false discovery
rate in the feature screening stage. Several simulated and two real data
examples are presented to illustrate the methodology.

29
The categories of this paper are: funct-an
22
The categories of this paper are: chao-dyn
17
The categories of this paper are: q-fin
10
The categories of this paper are: q-bio
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
37
The categories of this paper are: supr-con
18
The categories of this paper are: econ
20
The categories of this paper are: acc-phys
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
21
The categories of this paper are: adap-org
2
The categories of this paper are: math
36
The categories of this paper are: cmp-lg
25
The categories of this paper are: patt-sol
11
The categories of this paper are: hep-lat