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This article is concerned with screening features in ultrahigh-dimensional data analysis, which has become increasingly important in diverse scientific fields. We develop a sure independence screening procedure based on the distance correlation (DC-SIS). The DC-SIS can be implemented as easily as the sure independence screening (SIS) procedure based on the Pearson correlation proposed by Fan and Lv. However, the DC-SIS can significantly improve the SIS. Fan and Lv established the sure screening property for the SIS based on linear models, but the sure screening property is valid for the DC-SIS under more general settings, including linear models. Furthermore, the implementation of the DC-SIS does not require model specification (e.g., linear model or generalized linear model) for responses or predictors. This is a very appealing property in ultrahigh-dimensional data analysis. Moreover, the DC-SIS can be used directly to screen grouped predictor variables and multivariate response variables. We establish the sure screening property for the DC-SIS, and conduct simulations to examine its finite sample performance. A numerical comparison indicates that the DC-SIS performs much better than the SIS in various models. We also illustrate the DC-SIS through a real-data example.

We verify a long-standing conjecture of Nazarov, Treil, and Volberg.

We construct the Frobenius structure on a rigid connection Be_{\hat G} on G_m for a split reductive group \hat G introduced by Frenkel-Gross. These data form a \hat G-valued overconvergent F-isocrystal Be^†_{\hat G} on G_{m,F_p}, which is the p-adic companion of the Kloosterman \hat G-local system Kl_{\hat G} constructed by Heinloth-Ngô-Yun. By studying the structure of the underlying differential equation, we calculate the monodromy group of Be^†_{\hat G} when \hat G is almost simple (which recovers the calculation of monodromy group of Kl_{\hat G} due to Katz and Heinloth–Ngô–Yun), and prove a conjecture of Heinloth-Ngô-Yun on the functoriality between different Kloosterman \hat G-local systems. We show that the Frobenius Newton polygons of Kl_{\hat G} are generically ordinary for every \hat G and are everywhere ordinary on |G_{m,F_p}| when \hat G is classical or G_2.

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