Michael Muma

FDR-Controlled Variable Selection for Generalized Linear Models and Cox Regression with Virtual Dummies

In genomics, imaging and clinical studies, only a few of many candidate predictors are often nonlinearly associated with a response that may be, e.g. binary, categorical, a count or a censored event time. The Terminating-Random Experiments (T-Rex) selector is a scalable variable selection method that controls the false...