It is important to extract relevant variables from the data, such as gene expression data, for which the number of variables may be exponentially larger than the sample size. Such methods are useful at least of the point of view of computational efficiency and estimation accuracy for the inference after variable selection. On the other hand, it becomes difficult to extract relevant variables when there are nonlinear dependency between the variables. We are developing methods to extract such nonlinear dependency effectively.
Examples of genes nonlinearly related to Ro1 extracted from cardiomyopathy data.