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There is a trick to sample m-knockoffs without forming a p(m+1) * p(m+1) covariance in memory. The trick was used in sample_mvn_efficient but not yet in condition. Need to do so asap.
The text was updated successfully, but these errors were encountered:
There is a trick to sample m-knockoffs without forming a p(m+1) * p(m+1) covariance in memory. The trick was used in
sample_mvn_efficient
but not yet incondition
. Need to do so asap.The text was updated successfully, but these errors were encountered: