Powerful knockoffs via minimizing reconstructability

DOI10.1214/21-AOS2104zbMath1486.62130arXiv2011.14625OpenAlexW4213299191MaRDI QIDQ2119228

Asher Spector, Lucas Janson

Publication date: 23 March 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.14625

zbMATH Keywords

powervariable selectionhigh-dimensional inferenceknockoffsfalse discovery rate (FDR)model-X

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12)

Related Items (5)

A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models ⋮ Rejoinder: A Scale-free Approach for False Discovery Rate Control in Generalized Linear Models ⋮ Derandomizing Knockoffs ⋮ Generating knockoffs via conditional independence ⋮ Knockpy

Uses Software

• glasso
• Python
• DeepPINK
• KnockoffGAN
• FANOK

Cites Work

• Unnamed Item
• Sparse inverse covariance estimation with the graphical lasso
• A well-conditioned estimator for large-dimensional covariance matrices
• Controlling the false discovery rate via knockoffs
• Robust inference with knockoffs
• Relaxing the assumptions of knockoffs by conditioning
• Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
• RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
• Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
• A prototype knockoff filter for group selection with FDR control
• Deep Knockoffs
• FANOK: Knockoffs in Linear Time
• Gene hunting with hidden Markov model knockoffs

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