Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A note on marginal correlation based screening   Independence screening methods such as the two sample $t$-test and the
marginal correlation based ranking are among the most widely used techniques
for variable selection in ultrahigh dimensional data sets. In this short note,
simple examples are used to demonstrate potential problems with the
independence screening methods in the presence of correlated predictors. Also,
an example is considered where all important variables are independent among
themselves and all but one important variables are independent with the
unimportant variables. Furthermore, a real data example from a genome wide
association study is used to illustrate inferior performance of marginal
correlation screening compared to another screening method.

25
The categories of this paper are: patt-sol
31
The categories of this paper are: ao-sci
37
The categories of this paper are: supr-con
26
The categories of this paper are: bayes-an
27
The categories of this paper are: comp-gas
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
6
The categories of this paper are: astro-ph
33
The categories of this paper are: plasm-ph
36
The categories of this paper are: cmp-lg
4
The categories of this paper are: cond-mat
23
The categories of this paper are: solv-int
2
The categories of this paper are: math
14
The categories of this paper are: math-ph
10
The categories of this paper are: q-bio
8
The categories of this paper are: hep-ex