Unified model-free interaction screening via CV-entropy filter.
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ABSTRACT: For many practical high-dimensional problems, interactions have been increasingly found to play important roles beyond main effects. A representative example is gene-gene interaction. Joint analysis, which analyzes all interactions and main effects in a single model, can be seriously challenged by high dimensionality. For high-dimensional data analysis in general, marginal screening has been established as effective for reducing computational cost, increasing stability, and improving estimation/selection performance. Most of the existing marginal screening methods are designed for the analysis of main effects only. The existing screening methods for interaction analysis are often limited by making stringent model assumptions, lacking robustness, and/or requiring predictors to be continuous
SUBMITTER: Xiong W
PROVIDER: S-EPMC9997997 | biostudies-literature | 2023 Apr
REPOSITORIES: biostudies-literature
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