Search Results for author: Arend Voorman

Found 1 papers, 0 papers with code

Inference in High Dimensions with the Penalized Score Test

no code implementations12 Jan 2014 Arend Voorman, Ali Shojaie, Daniela Witten

Further, when an $\ell_2$ penalty is used, the test corresponds precisely to a score test in a mixed effects model, in which the effects of all but one feature are assumed to be random.

regression Variable Selection +1

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