Threshold Selection in Feature Screening for Error Rate Control
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Publication:6077570
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Cites work
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- Error variance estimation in ultrahigh-dimensional additive models
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- Familywise error rate control via knockoffs
- Feature screening via distance correlation learning
- High dimensional ordinary least squares projection for screening variables
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- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- Innovated interaction screening for high-dimensional nonlinear classification
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- Oracle P-values and variable screening
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
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- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Robust inference with knockoffs
- Robust rank correlation based screening
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Testing for Marginal Linear Effects in Quantile Regression
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Cited in
(19)- Revisiting feature selection for linear models with FDR and power guarantees
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
- Comment on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Chengguang Dai, Buyu Lin, Xin Xing, and Jun S. Liu
- Model-Free Conditional Feature Screening with FDR Control
- False discovery rate control for high-dimensional Cox model with uneven data splitting
- Overview of research advance for knockoff methods
- Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
- Model free feature screening for large scale and ultrahigh dimensional survival data
- The mean variance sure independence screening for ultra-high dimensional competing risks data
- Pseudo-likelihood ratio screening based on network data with applications
- Robust feature screening via Grothendieck's correlation with FDR control
- Augmented doubly robust post-imputation inference for proteomic data
- Quantile feature screening for infinite dimensional data under FDR control
- ARK: robust knockoffs inference with coupling
- A model-free variable screening method for optimal treatment regimes with high-dimensional survival data
- Ultra-high-dimensional threshold selection for quantile feature screening with false discovery rate error rate control: a case study on high blood pressure analysis
- Frequent-voting independence screening for data of different types or different dimensions
- Model-free group screening and FDR control with deep knockoffs
- Adaptive Selection for False Discovery Rate Control Leveraging Symmetry
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