FDR, linear models, and regularization in high dimensions

Introduction

What this guide covers

Introduction Technical Statistical Reference Treatise

Overview

Topics covered

• Introduction
• FDR, Linear Models and High Dimensional Inference
• The Problem of the High Dimension ( )
• 1.1 Singularity of the Gram Matrix and Algebraic Indeterminacy
• 1.2 Curse of Dimensionality and High Dimensional Geometry
• Asymptotic Theory and Thinning Models (Sparsity)

Related concepts

Main connections

• Regularization (Lasso / Ridge / Elastic Net)
• Multiple testing & FWER/FDR
• Linear algebra & matrices
• p-value & significance
• Bayes' theorem & priors
• Hypothesis testing

Compatible notation

Mathematical sample in LaTeX

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