B1274
Title: On sufficient variable screening using log odds ratio filter
Authors: Wenbo Wu - University of Texas at San Antonio (United States) [presenting]
Abstract: A new dependence measure is proposed which is called the log odds ratio statistic to be used under the sufficient variable screening framework. In addition, we propose an ensemble variable screening approach to combine the proposed fused log odds ratio filter with the fused Kolmogorov filter to achieve supreme performance by taking advantage of both filters. We establish the sure screening properties of the fused log odds ratio filter for both marginal variable screening and sufficient variable screening.
