Revisiting feature selection for linear models with FDR and power guarantees

DOI10.1007/S42952-022-00179-ZOpenAlexW4286762103MaRDI QIDQ2111958FDOQ2111958

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)

Cites Work

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• Compositional knockoff filter for high‐dimensional regression analysis of microbiome data
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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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