83 citations · 83 across the 3 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
stat.ME2021
Pre-processing with Orthogonal Decompositions for High-dimensional Explanatory Variables
Xu Han, Ethan X Fang, Cheng Yong Tang
Strong correlations between explanatory variables are problematic for high-dimensional regularized regression methods. Due to the violation of the Irrepresentable Condition, the po…
stat.ME2021
Adjusting the Benjamini-Hochberg method for controlling the false discovery rate in knockoff assisted variable selection
Sanat K. Sarkar, Cheng Yong Tang
The knockoff-based multiple testing setup of Barber & Candes (2015) for variable selection in multiple regression where sample size is as large as the number of explanatory variabl…