A Statistical Methodology to Select Covariates in
High-Dimensional Data under Dependence
Description
Two steps variable selection procedure in a context of high-dimensional dependent data
but few observations. First step is dedicated to eliminate dependence between variables (clustering
of variables, followed by factor analysis inside each cluster).
Second step is a variable selection using by aggregation of adapted methods.
Bastien B., Chakir H., Gegout-Petit A., Muller-Gueudin A., Shi Y.
A statistical methodology to select covariates in high-dimensional data under dependence.
Application to the classification of genetic profiles associated with outcome of a non-small-cell
lung cancer treatment. 2018. .