A new label-shift robust utility, LR-FFS, is proposed for federated feature screening, with a unifying framework, distributed estimation, and FDR control.
Distributed high-dimensional regression under a quantile loss function
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Label-shift robust federated feature screening for high-dimensional classification
A new label-shift robust utility, LR-FFS, is proposed for federated feature screening, with a unifying framework, distributed estimation, and FDR control.