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Sparse PCA with False Discovery Rate Controlled Variable Selection
16 January 2024
Jasin Machkour
Arnaud Breloy
Michael Muma
Daniel P. Palomar
Frédéric Pascal
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Papers citing
"Sparse PCA with False Discovery Rate Controlled Variable Selection"
4 / 4 papers shown
Title
Knockoff-Guided Compressive Sensing: A Statistical Machine Learning Framework for Support-Assured Signal Recovery
Xiaochen Zhang
Haoyi Xiong
37
0
0
30 May 2025
High-Dimensional False Discovery Rate Control for Dependent Variables
Jasin Machkour
Michael Muma
Daniel P. Palomar
51
3
0
28 Jan 2024
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
Jasin Machkour
Daniel P. Palomar
Michael Muma
42
4
0
26 Jan 2024
The Terminating-Random Experiments Selector: Fast High-Dimensional Variable Selection with False Discovery Rate Control
Jasin Machkour
Michael Muma
Daniel P. Palomar
118
12
0
12 Oct 2021
1