High Promise

High-dimensional HTE - Kaidi Kang

I searched the papers related to PCA & HTE, and I found that the performance of PCA in the detection of HTE hasn’t been studied much yet. I only found a paper talking about using PCA to form (or “to help form”) a composite measure to identify subgroups in terms of HTEs, but it only explored this possibility through an example (so they can only conclude a nearly non-informative conclusion – “it may be helpful”). https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5769476/I also found a paper talking about estimating HTE in high-dimensional data, but it didn’t cover the method of PCA. https://web.stanford.edu/~hastie/Papers/PM_Powers_SIM.pdf

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