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Author:

Tian, Zhentao (Tian, Zhentao.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (Scholars:张忠占)

Indexed by:

EI Scopus SCIE

Abstract:

This study is focused on the detection of effects of features on an infinite dimensional response through the conditional spatial quantiles (CSQ) of the response given the features, and develops a novel model-free feature screening procedure for the CSQ regression function. Firstly, a new metric named kernel-based conditional quantile dependence (KCQD) is proposed to measure the dependence of the CSQ on a feature. The metric equals 0 if and only if the feature is independent of the CSQ of the response, and thus is employed to detect the contribution of a feature. Then a twostep feature screening procedure with the estimated KCQD scores is developed via a distributed strategy. Theoretical analyses reveal that the new two-step screening method not only has screening consistency and sure screening properties but also achieves control over false discovery rate (FDR). Simulation studies show its ability to control the expected FDR level while maintaining high screening power. The proposed procedure is applied to analyze a magnetoencephalography dataset, and the identified signal positions are anatomically interpretable.

Keyword:

False discovery rate Functional data Feature screening Conditional quantile dependence Spatial distribution

Author Community:

  • [ 1 ] [Tian, Zhentao]Beijing Univ Technol, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Zhongzhan]Beijing Univ Technol, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 张忠占

    [Zhang, Zhongzhan]Beijing Univ Technol, Beijing 100124, Peoples R China

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Source :

COMPUTATIONAL STATISTICS & DATA ANALYSIS

ISSN: 0167-9473

Year: 2025

Volume: 206

1 . 8 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 14

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