A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models
高维混杂模型同时推断的去相关与去偏方法
Motivated by the simultaneous association analysis with the presence of latent confounders, this article studies the large-scale hypothesis testing problem for the high-dimensional confounded linear models with both non-asymptotic and asymptotic false discovery control. Such model covers a wide range of practical settings where both the response and the predictors may be confounded. In the presence of the high-dimensional predictors and the unobservable confounders, the…