title: Using distance covariance for improved variable selection with application to learning genetic risk models.
abstract: Variable selection is of increasing importance to address the difficulties of high dimensionality in many scientific areas. In this paper, we demonstrate a property for distance covariance, which is incorporated in a novel feature screening procedure together with the use of distance correlation. The approach makes no distributional assumptions for the variables and does not require the specification of a regression model and hence is especially attractive in variable selection given an enormous number of candidate attributes without much information about the true model with the response. The method is applied to two genetic risk problems, where issues including uncertainty of variable selection via cross validation, subgroup of hard-to-classify cases, and the application of a reject option are discussed.
authors: Department of Statistics, University of Wisconsin-Madison, 1300 University Avenue, Madison, WI, 53706, U.S.A.
authors: Jing
authors: J
authors: Kong
authors: Sijian
authors: S
authors: Wang
authors: Grace
authors: G
authors: Wahba
mesh_terms: D000704:Analysis of Variance; D000970:Antineoplastic Agents / Q000627:therapeutic use; D016010:Binomial Distribution; D003937:Diagnosis, Differential; D005260:Female; D052138:Genes, Neoplasm / Q000187:drug effects*; D020022:Genetic Predisposition to Disease; D005820:Genetic Testing / Q000379:methods / Q000706:statistics & numerical data; D006801:Humans; D008957:Models, Genetic; D010051:Ovarian Neoplasms / Q000235:genetics* / Q000473:pathology / Q000628:therapy; D010597:Pharmacogenetics; D018570:Risk Assessment / Q000379:methods / Q000706:statistics & numerical data
chemical_list: D000970:Antineoplastic Agents
keywords: SVM with reject option; TCGA ovarian cancer data; distance correlation; penalized Bernoulli likelihood; variable selection
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