An initial screening of which covariates are relevant is a common practice in high-dimensional regression models. The classic feature screening selects only a subset of covariates correlated with t...

中文翻译：

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小波特征筛选

初步筛选相关协变量是高维回归模型中的常见做法。经典的特征筛选仅选择与目标相关的协变量的子集...