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Author

Michael Muma

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2 papers indexed here

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Preprint Sep 2026

Scalable Variable Selection under Predictor Dependence with Adaptive Virtual Dummies

Reliable high-dimensional variable selection requires scalable error-controlling methods. The Terminating-Random Experiments (T-Rex) selector estimates the false discovery rate (FDR) by aggregating early-terminated forward-selection paths in which predictors compete with synthetic dummies. We address two remaining chal...

Taulant Koka, Michael Muma · 0 citations
Preprint Sep 2026

FDR-Controlled Variable Selection for Generalized Linear Models and Cox Regression with Virtual Dummies

A memory-efficient selection procedure with FDR control for generalized linear models and Cox regression is proposed by extending the recently developed virtual dummy construction to score-based forward selection for Bernoulli, Poisson, multinomial and Cox responses.

Helena Mehler, Taulant Koka, Michael Muma · 0 citations

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