Revisiting feature selection for linear models with FDR and power guarantees

DOI10.1007/S42952-022-00179-ZMaRDI QIDQ2111958zbMATH OpenOpenAlexFDO

Authors Panxu Yuan, Sanying Feng, Gaorong Li

Publication date 17 January 2023

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42952-022-00179-z

zbMATH Keywords

false discovery ratehigh-dimensional datapowerknockoffssure screeningselection probability difference

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• Feature Selection for Ridge Regression with Provable Guarantees
• Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
• Robust subtractive stability measures for fast and exhaustive feature importance ranking and selection in generalised linear models

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