RaSE: A Variable Screening Framework via Random Subspace Ensembles - Tian, Ye; Feng, Yang (Journal of the American Statistical Association, 2023)
Keywords: Americans; Data analysis; design; dimensions; Ensemble learning; High-dimensional data; Independent variables; Random subspace method; Rank consistency; Regression analysis; Screening; Simulation; Statistical methods; Statistics; Subspaces; Sure screening property; Variable screening; Variable selection