Threshold Selection in Feature Screening for Error Rate Control
From MaRDI portal
Publication:6077570
DOI10.1080/01621459.2021.2011735OpenAlexW3217588293MaRDI QIDQ6077570
Run-Ze Li, Haojie Ren, Xu Guo, Changliang Zou
Publication date: 18 October 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/Threshold_selection_in_feature_screening_for_error_rate_control_/17105702
Related Items
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, Revisiting feature selection for linear models with FDR and power guarantees
Cites Work
- Unnamed Item
- Unnamed Item
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Control of generalized error rates in multiple testing
- Familywise error rate control via knockoffs
- Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control
- Robust rank correlation based screening
- High-dimensional variable selection
- Controlling the false discovery rate via knockoffs
- Interaction pursuit in high-dimensional multi-response regression via distance correlation
- Robust inference with knockoffs
- A knockoff filter for high-dimensional selective inference
- Innovated interaction screening for high-dimensional nonlinear classification
- Oracle P-values and variable screening
- p-Values for High-Dimensional Regression
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Testing for Marginal Linear Effects in Quantile Regression
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
- Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
- Feature Screening via Distance Correlation Learning
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
- Error Variance Estimation in Ultrahigh-Dimensional Additive Models
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- IPAD: Stable Interpretable Forecasting with Knockoffs Inference
- An Adaptive Resampling Test for Detecting the Presence of Significant Predictors
- High Dimensional Ordinary Least Squares Projection for Screening Variables
- The Kolmogorov filter for variable screening in high-dimensional binary classification