[ABE-L] Seminarios em Análise de Dados em Alta Dimensão

[Ronaldo Dias]

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Iniciamos este semestre os Seminários em High Dimensional Data Analysis
nesta quarta-feira. Interessados(as) sejam bem vindos.

Seminário em High Dimensional Data Analysis.
data: 14/08/2019
local: sala 221, IMECC-Unicamp
horário: 13hs.

Titulo: Sure Independence Screening in the Presence of Missing Data
Prof. Adriano Z. Zambom,  dept. of Mathematics-CSUN

Abstract:
Variable selection in ultra-high dimensional data sets is an increasingly
prevalent issue with the readily available data arising from, for example,
genome-wide associations studies or gene expression data. When the
dimension of the feature space is exponentially larger than the sample
size, it is desirable to screen out unimportant predictors in order to
bring the dimension down to a moderate scale. In this paper we consider the
case when observations of the predictors are missing at random. We propose
performing screening using the marginal linear correlation coefficient
between each predictor and the response variable accounting for the missing
data using maximum likelihood estimation. This method is shown to have the
sure screening property. Moreover, a novel method of screening that uses
additional predictors when estimating the correlation coefficient is
proposed. Simulations show that simply performing screening using pairwise
complete observations is out-performed by both the proposed methods and is
not recommended. Finally, the proposed methods are applied to a gene
expression study on prostate cancer.


-- 
Ronaldo Dias, Ph.D.
Professor
Dept. of Statistics-IMECC, UNICAMP
www.ime.unicamp.br/~dias
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