Inferring independent sets of Gaussian variables after thresholding correlations. (arXiv:2211.01521v1 [stat.ME])

We consider testing whether a set of Gaussian variables, selected from the
data, is independent of the remaining variables. We assume that this set is
selected via a very simple approach that is commonly used across scientific
disciplines: we select a set of variables for which the correlation with all
variables outside the set falls below some threshold. Unlike other settings in
selective inference, failure to account for the selection step leads, in this
setting, to excessively conservative (as opposed …

arxiv independent thresholding variables