Markov Neighborhood Regression for High-Dimensional Inference
用于高维推断的马尔可夫邻域回归
This article proposes an innovative method for constructing confidence intervals and assessing p-values in statistical inference for high-dimensional linear models. The proposed method has successfully broken the high-dimensional inference problem into a series of low-dimensional inference problems: For each regression coefficient βi, the confidence interval and p-value are computed by regressing on a subset of variables selected according to the conditional independence…