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Variation of conditional mean and its application in ultrahigh dimensional feature screening
Communications in Statistics - Theory and Methods ( IF 0.8 ) Pub Date : 2024-02-15 , DOI: 10.1080/03610926.2024.2310690
Zhentao Tian 1 , Tingyu Lai 2 , Zhongzhan Zhang 1
Affiliation  

A new metric, called variation of conditional mean (VCM), is proposed to measure the dependence of conditional mean of a response variable on a predictor variable. The VCM has several appealing mer...

中文翻译:

条件均值的变化及其在超高维特征筛选中的应用

提出了一种称为条件均值变化(VCM)的新度量来衡量响应变量的条件均值对预测变量的依赖性。 VCM 有几个吸引人的优点...
更新日期:2024-02-15
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