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The revisited knockoffs method for variable selection in <i>L</i><sub>1</sub>-penalized regressions - MaRDI portal

The revisited knockoffs method for variable selection in <i>L</i><sub>1</sub>-penalized regressions (Q5042150)

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scientific article; zbMATH DE number 7603831
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English
The revisited knockoffs method for variable selection in <i>L</i><sub>1</sub>-penalized regressions
scientific article; zbMATH DE number 7603831

    Statements

    The revisited knockoffs method for variable selection in <i>L</i><sub>1</sub>-penalized regressions (English)
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    18 October 2022
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    variable selection
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    knockoffs
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    regression
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    Lasso penalization
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