• Corpus ID: 218869937

Robust Sure Independence Screening for Non-polynomial dimensional Generalized Linear Models

@article{Ghosh2020RobustSI,
  title={Robust Sure Independence Screening for Non-polynomial dimensional Generalized Linear Models},
  author={Abhik Ghosh and Erica Ponzi and Torkjel M Sandanger and Magne Thoresen},
  journal={arXiv: Statistics Theory},
  year={2020}
}
We consider the problem of variable screening in ultra-high dimensional (of non-polynomial order) generalized linear models (GLMs). Since the popular SIS approach is extremely unstable in the presence of contamination and noises, which may frequently arise in the large scale sample data (e.g., Omics data), we discuss a new robust screening procedure based on the minimum density power divergence estimator (MDPDE) of the marginal regression coefficients. Our proposed screening procedure performs… 

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References

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