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High-dimensional interaction detection with false sign rate control

Daoji Li, Yinfei Kong, Yingying Fan, and Jinchi Lv
Year of publication:
2022
Authors: Li, Daoji ; Kong, Yinfei ; Fan, Yingying ; Lv, Jinchi
Subject: False sign rate | High dimensionality | Interaction screening | Interaction selection | Nonconvex learning | Sure independence screening
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