Hao, Ning; Zhang, Hao Helen - In: Journal of the American Statistical Association 109 (2014) 507, pp. 1285-1301
In ultrahigh-dimensional data analysis, it is extremely challenging to identify important interaction effects, and a top concern in practice is computational feasibility. For a dataset with <italic>n</italic> observations and <italic>p</italic> predictors, the augmented design matrix including all linear and order-2 terms is of...