A knockoff filter for high-dimensional selective inference

DOI10.1214/18-AOS1755zbMath1444.62034arXiv1602.03574OpenAlexW2965676676MaRDI QIDQ2328050

Rina Foygel Barber, Emmanuel J. Candès

Publication date: 9 October 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.03574

zbMATH Keywords

variable selectionhigh-dimensional regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Uses Software

• covTest
• EigenPrism
• GitHub
• Eigenstrat
• selective-inference

Cites Work

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