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BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data - MaRDI portal

BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data (Q6069479)

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scientific article; zbMATH DE number 7764887
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BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data
scientific article; zbMATH DE number 7764887

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    BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data (English)
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    14 November 2023
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    discretization
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    package ``BOLTSSIRR''
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    sure independent screening for interaction detection
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    trade-off between statistical efficiency and computational complexity
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    ultra-high dimensionality
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