Feature selection by higher criticism thresholding achieves the optimal phase diagram.
Donoho D, Jin J.
Donoho D, et al. Among authors: jin j.
Philos Trans A Math Phys Eng Sci. 2009 Nov 13;367(1906):4449-70. doi: 10.1098/rsta.2009.0129.
Philos Trans A Math Phys Eng Sci. 2009.
PMID: 19805453
This was called the rare/weak (RW) model in our previous study (Donoho, D. & Jin, J. 2008 Proc. Natl Acad. Sci. USA 105, 14 790-14 795). We select features by thresholding feature Z-scores. ...Results showing the asymptotic equivalence of HCT with ideal HCT can …
This was called the rare/weak (RW) model in our previous study (Donoho, D. & Jin, J. 2008 Proc. Natl Acad. Sci. USA 105, 1 …