2026-10-10T19:07:14Z https://api.figshare.com/v2/oai

oai:figshare.com:article/32984876 2026-09-14T14:16:46Z category_13 category_21 category_45 category_734 category_811 portal_87 item_type_3 month_year_09_2026

Model-Free and Distributionally Robust Feature Screening with False Discovery Control for High-Dimensional Heterogeneous Data Cong Cheng (2140318) Runze Li (681986) Yuan Ke (6058325) Genetics Biotechnology Sociology Biological Sciences not elsewhere classified Mathematical Sciences not elsewhere classified Copula divergence Dependence measure Optimal transport Probit transformation <p>In this paper, we propose a model-free feature screening framework tailored for high-dimensional and heterogeneous datasets, based on a novel distributionally robust dependence measure termed Copula Divergence. The proposed screening method, named CD-Screen, addresses critical limitations of existing feature screening methods, such as restrictive modeling assumptions and sensitivity to heterogeneous feature distributions. CD-Screen ranks features according to their Copula Divergence without relying on a specific regression model or distributional assumptions. Additionally, we introduce CD-FDR, a data-driven procedure to control false discoveries, ensuring accurate and efficient feature selection. Theoretical analyses establish the sure screening and rank consistency properties of CD-Screen, along with asymptotic control of the false discovery rate by CD-FDR. Extensive simulation studies demonstrate the superior performance of our methods compared to traditional screening approaches across diverse scenarios. Furthermore, a real data analysis of the relationship between stock returns and inflation in the United States illustrates the practical use of our method and provides descriptive evidence on sector-specific responses to economic changes.</p> 2026-09-14T14:16:46Z Dataset Dataset 10.6084/m9.figshare.32984876.v2 https://figshare.com/articles/dataset/Model-free_and_Distributionally_Robust_Feature_Screening_with_False_Discovery_Control_for_High-Dimensional_Heterogeneous_Data/32984876 CC BY 4.0