Permutation-Centered Henze–Zirkler Screening with Ties: Exact Finite-Sample Centering, Controlled Pairwise Approximation, and Field Assessment

PCHZ-SIS (permutation-centered tie-aware Henze–Zirkler sure independence screening) is a specialized marginal screening method for mixed data containing continuous and ordered–discrete predictors with extensive ties. The method combines tie-aware mid-rank Gaussianization, exact analytical computation of the conditional permutation means of the normalized Henze–Zirkler statistic, and a randomized incomplete-pair approximation. For the signed centered functional, an exact zero conditional expectation under the permutation null is established. For the incomplete-pair implementation, the uniform approximation error is of order log pM; for the oracle full-pair functional with fixed population transforms, the finite-sample bias of order 1n and stochastic error of order log pn are controlled separately. The empirical transform error is isolated as a separate term and bounded by a finite-sample DKW/Lipschitz argument; whether it vanishes asymptotically depends on the clipping regime. Preservation of the active set in the top-d ranking is guaranteed only under an explicit marginal separation condition, when the signal gap exceeds the combined statistical, transformation, and computational errors. In Monte Carlo experiments with n=200 and p=500, PCHZ-SIS achieved a mean TPR of 0.86 in the mixed/tied scenario versus 0 for HZ–common-clip, while DC-SIS remained the strongest general nonlinear comparator. Field assessment on 30 Tengiz wells showed that PCHZ-SIS reduced inflated HZ scores for several low-cardinality variables but did not improve downstream ridge performance relative to HZ–common-clip. PCHZ-SIS is therefore positioned as an HZ-specific finite-sample correction for severe ties rather than as a universal replacement for modern screening methods or a fully calibrated inferential testing procedure. A separate 200-replication confirmation experiment with n=200 and p=500 reproduced the severe ties finding using the exact published Xue–Liang truncation: PCHZ-SIS achieved a mean TPR of 0.885 versus 0 for HZ-Xue–Liang-clip; DC-SIS remained the strongest general nonlinear comparator (TPR 1.000), while SWD-SIS yielded TPR 0.425. A persistence-controlled Tengiz residual benchmark further evaluates the method; PCHZ-SIS improves over HZ-Xue–Liang-clip on this stricter endpoint without implying universal superiority over distance- or rank-based screens. An independent cross-domain field assessment on 180 complete haul-truck cycles further showed that PCHZ-SIS reduced downstream MAE from 1.598 ± 0.110 HEP percentage points for the two uncentered HZ clipping variants to 1.534 ± 0.088, while Spearman-SIS and DC-SIS remained slightly stronger (1.505 ± 0.104).

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Journal
Mathematics
Published
2026-09-29
DOI
https://doi.org/10.3390/math14193539
Primary Topic
Morphological variations and asymmetry
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article
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article

Permutation-Centered Henze–Zirkler Screening with Ties: Exact Finite-Sample Centering, Controlled Pairwise Approximation, and Field Assessment

Anton Y. Demin, Denis V. Valuev, Nikita V. Martyushev, Egor A. Efremenkov et al.
Mathematics
Morphological variations and asymmetry
article

Permutation-Centered Henze–Zirkler Screening with Ties: Exact Finite-Sample Centering, Controlled Pairwise Approximation, and Field Assessment

Anton Y. Demin, Denis V. Valuev, Nikita V. Martyushev, Egor A. Efremenkov, Boris V. Malozyomov, Svetlana N. Sorokova, Alexander V. Pogrebnoy
article en

Abstract

PCHZ-SIS (permutation-centered tie-aware Henze–Zirkler sure independence screening) is a specialized marginal screening method for mixed data containing continuous and ordered–discrete predictors with extensive ties. The method combines tie-aware mid-rank Gaussianization, exact analytical computation of the conditional permutation means of the normalized Henze–Zirkler statistic, and a randomized incomplete-pair approximation. For the signed centered functional, an exact zero conditional expectation under the permutation null is established. For the incomplete-pair implementation, the uniform approximation error is of order log pM; for the oracle full-pair functional with fixed population transforms, the finite-sample bias of order 1n and stochastic error of order log pn are controlled separately. The empirical transform error is isolated as a separate term and bounded by a finite-sample DKW/Lipschitz argument; whether it vanishes asymptotically depends on the clipping regime. Preservation of the active set in the top-d ranking is guaranteed only under an explicit marginal separation condition, when the signal gap exceeds the combined statistical, transformation, and computational errors. In Monte Carlo experiments with n=200 and p=500, PCHZ-SIS achieved a mean TPR of 0.86 in the mixed/tied scenario versus 0 for HZ–common-clip, while DC-SIS remained the strongest general nonlinear comparator. Field assessment on 30 Tengiz wells showed that PCHZ-SIS reduced inflated HZ scores for several low-cardinality variables but did not improve downstream ridge performance relative to HZ–common-clip. PCHZ-SIS is therefore positioned as an HZ-specific finite-sample correction for severe ties rather than as a universal replacement for modern screening methods or a fully calibrated inferential testing procedure. A separate 200-replication confirmation experiment with n=200 and p=500 reproduced the severe ties finding using the exact published Xue–Liang truncation: PCHZ-SIS achieved a mean TPR of 0.885 versus 0 for HZ-Xue–Liang-clip; DC-SIS remained the strongest general nonlinear comparator (TPR 1.000), while SWD-SIS yielded TPR 0.425. A persistence-controlled Tengiz residual benchmark further evaluates the method; PCHZ-SIS improves over HZ-Xue–Liang-clip on this stricter endpoint without implying universal superiority over distance- or rank-based screens. An independent cross-domain field assessment on 180 complete haul-truck cycles further showed that PCHZ-SIS reduced downstream MAE from 1.598 ± 0.110 HEP percentage points for the two uncentered HZ clipping variants to 1.534 ± 0.088, while Spearman-SIS and DC-SIS remained slightly stronger (1.505 ± 0.104).

MathematicsVol. 14(19)
Tomsk Polytechnic University (RU), Novosibirsk State Technical University (RU)
Openalex Percentile: Top 6%
Morphological variations and asymmetry
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