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Selection: de la Pena:V [1 article] 

Publications by author de la Pena:V.

Kernel-based measures of association

Wiley Interdisciplinary Reviews: Computational Statistics, Vol. 10, No. 2. (March 2018), e1422,


Measures of association have been widely used for describing statistical relationships between two sets of variables. Traditionally, such association measures focus on specialized settings. Based on an in‐depth summary of existing common measures, we present a general framework for association measures that unifies existing methods and novel extensions based on kernels, including practical solutions to computational challenges. Specifically, we introduce association screening and variable selection via maximizing kernel‐based association measures. We also develop a backward dropping procedure for feature selection when ...

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