Uncertainty quantification in high-dimensional linear models incorporating graphical structures with applications to

Xiangyong Tan1, Xiao Zhang2, Yuehua Cui3

  • 1School of Statistics and Data Science, Jiangxi University of Finance and Economics, Nanchang 330013, China.

PubMed
Summary

This study introduces a new graph-constrained desparsified LASSO (GCDL) method to quantify gene uncertainty in high-dimensional models. The GCDL estimator provides accurate confidence intervals and P-values, even with highly correlated predictors.

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