It is rather challenging for current variable selectors to handle situations where the number of covariates under consideration is ultra-high. Consider a motivating clinical trial of the drug bortezomib for the treatment of multiple myeloma, where overall survival and expression levels of 44760...

The annual percent change (APC) has been adopted as a useful measure for analyzing the changing trends of cancer mortality and incidence rates by the NCI SEER program. Difficulties, however, arise when comparing the sample APCs between two overlapping regions because of induced dependence (e.g.,...