More Powerful and General Selective Inference for Stepwise Feature Selection using Homotopy Method

MorePowerfulandGeneralSelectiveInferenceforStepwiseFeatureSelectionUsingHomotopyMethodKazuyaSugiyama1VoNguyenLeDuy12IchiroTakeuchi12Abstractfeatureselection.Notably,Leeetal.(2016)andTibshiranietal....