# Sparse regression and marginal testing using cluster prototypes

arXiv: https://arxiv.org/abs/1503.00334 · HTML: https://mlsanity.com/paper/1503.00334/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 1 Mar 2015.

## Built on by (most cited first, 3 of 3)

- [Cluster Stability Selection](https://mlsanity.com/paper/2201.00494/) (2022)
- [Neural Networks beyond explainability: Selective inference for sequence motifs](https://mlsanity.com/paper/2212.12542/) (2022)
- [Untangling Lariats: Subgradient Following of Variationally Penalized Objectives](https://mlsanity.com/paper/2405.04710/) (2024)

## Abstract (arXiv)

We propose a new approach for sparse regression and marginal testing, for data with correlated features. Our procedure first clusters the features, and then chooses as the cluster prototype the most informative feature in that cluster. Then we apply either sparse regression (lasso) or marginal significance testing to these prototypes. While this kind of strategy is not entirely new, a key feature of our proposal is its use of the post-selection inference theory of Taylor et al. (2014) and Lee et al. (2014) to compute exact p-values and confidence intervals that properly account for the selection of prototypes. We also apply the recent "knockoff" idea of Barber and Cand`es to provide exact finite sample control of the FDR of our regression procedure. We illustrate our proposals on both real and simulated data.