ultra-high dimensionality: a challenge in variable selection and

In the era of big data, the high dimensionality in covariates poses unprecedentedchallenges in variable selection and classification problems. in this paper, wesuggest an efficient method for simultaneous classification and identifying importantvariables in the setting of ultra-high dimensional models. the implementation of thesuggested method is not limited by the dimensionality of the models and requires muchless computation. numerical examples and a real data analysis are used to demonstrateits finite sample performance.