  Although much progress has been made in classification with high-dimensional
features \citep{Fan_Fan:2008, JGuo:2010, CaiSun:2014, PRXu:2014},
classification with ultrahigh-dimensional features, wherein the features much
outnumber the sample size, defies most existing work. This paper introduces a
novel and computationally feasible multivariate screening and classification
method for ultrahigh-dimensional data. Leveraging inter-feature correlations,
the proposed method enables detection of marginally weak and sparse signals and
recovery of the true informative feature set, and achieves asymptotic optimal
misclassification rates. We also show that the proposed procedure provides more
powerful discovery boundaries compared to those in \citet{CaiSun:2014} and
\citet{JJin:2009}. The performance of the proposed procedure is evaluated using
simulation studies and demonstrated via classification of patients with
different post-transplantation renal functional types.
