A knockoff filter for high-dimensional selective inference (Q2328050)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A knockoff filter for high-dimensional selective inference |
scientific article |
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A knockoff filter for high-dimensional selective inference (English)
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9 October 2019
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The authors develop a framework for testing for associations in a possibly high-dimensional linear model when the number of variables may be larger than the number of observational units. The observations are split into two groups, where the first group is used to screen for a set of potentially relevant variables and the second is used for inference over this reduced set of variables.
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high-dimensional regression
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variable selection
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