1 code implementation • 4 Jun 2021 • Jérôme-Alexis Chevalier, Tuan-Binh Nguyen, Bertrand Thirion, Joseph Salmon
This calls for a reformulation of the statistical inference problem, that takes into account the underlying spatial structure: if covariates are locally correlated, it is acceptable to detect them up to a given spatial uncertainty.
1 code implementation • 29 Sep 2020 • Jérôme-Alexis Chevalier, Alexandre Gramfort, Joseph Salmon, Bertrand Thirion
To deal with this, we adapt the desparsified Lasso estimator -- an estimator tailored for high dimensional linear model that asymptotically follows a Gaussian distribution under sparsity and moderate feature correlation assumptions -- to temporal data corrupted with autocorrelated noise.
2 code implementations • ICML 2020 • Tuan-Binh Nguyen, Jérôme-Alexis Chevalier, Bertrand Thirion, Sylvain Arlot
We develop an extension of the Knockoff Inference procedure, introduced by Barber and Candes (2015).