Virtual Dummies: Enabling Scalable FDR-Controlled Variable Selection via Sequential Sampling of Null Features
虚拟哑变量:通过零特征序贯抽样实现可扩展的FDR受控变量选择
High-dimensional variable selection, particularly in genomics, requires error-controlling procedures that scale to millions of predictors. The Terminating-Random Experiments (T-Rex) selector achieves false discovery rate (FDR) control by aggregating results of early terminated random experiments, each combining original predictors with i.i.d. synthetic null variables (dummies). At biobank scales, however, explicit dummy augmentation requires terabytes of memory. We…