A pseudo knockoff filter for correlated features

DOI10.1093/imaiai/iay012zbMath1472.62108arXiv1708.09305OpenAlexW3102506875MaRDI QIDQ5006495

Anthony Hou, Jiajie Chen, Thomas Yizhao Hou

Publication date: 16 August 2021

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.09305

zbMATH Keywords

feature selectionFDR controlknockoff filtercorrelated features

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

This page was built for publication: A pseudo knockoff filter for correlated features