[DOC] Very high dim

[bthirion]

One setp toward #306 : populating the high dimension documentation module.

[codecov]

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[jpaillard]

Would it make sense to add a figure from an example, like the fMRI or the 2D simulation?

[jpaillard]

This code is not executed in the rendered doc. Is there a way to run the code snippets?

[lionelkusch]

For the user guide, I don't think that it's a good idea to have code.
In my opinion, it's better to have an example associated with it and make reference to it.

[bthirion]

sklearn does it, so I don't see where is the problem.
snippets are easier to parse than our examples...

[jpaillard]

Should we add a bit more details explaining that the clustering is constrained by pixel's neighborhood?

[bthirion]

done

[jpaillard]

Suggested change

As hinted in :footcite:t:`meinshausen2009pvalues` an efficient way to deal with such configuration is to take the per-group average of the features: this leads to a *reduced design*. After inference, all the feature in a given group obtain the p-value of the group representative. When the inference engine is Desparsified Lasso, the resulting method is called Clustered Desparsified lasso, or **CluDL**.

As hinted in :footcite:t:`meinshausen2009pvalues` an efficient way to deal with such configuration is to take the per-group average of the features: this leads to a *reduced design*. After inference, all the feature in a given group obtain the p-value of the group representative. When the inference engine is Desparsified Lasso, the resulting method is called Clustered Desparsified lasso, or :py:func:`CluDL <hidimstat.clustered_inference>`.

I think this links to the API

[lionelkusch]

There are other models to cite it in this section; it should be interesting to add the link, for example Desparsified Lasso and EnCluDL.

[bthirion]

done

[lionelkusch]

Can you try to stick to the maximum length of 80 characters?