Robust inference with knockoffs

DOI10.1214/19-AOS1852zbMath1452.62193arXiv1801.03896OpenAlexW3043129934MaRDI QIDQ2196226

Emmanuel J. Candès, Rina Foygel Barber, Richard J. Samworth

Publication date: 28 August 2020

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

Full work available at URL: https://arxiv.org/abs/1801.03896

zbMATH Keywords

robustnessvariable selectionfalse discovery ratehigh-dimensional regressionknockoffs

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Powerful knockoffs via minimizing reconstructability, Null-free false discovery rate control using decoy permutations, Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data, A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models, Threshold Selection in Feature Screening for Error Rate Control, Controlling False Discovery Rate Using Gaussian Mirrors, False Discovery Rate Control via Data Splitting, A generalized knockoff procedure for FDR control in structural change detection, Adaptive novelty detection with false discovery rate guarantee, Generating knockoffs via conditional independence, Relaxing the assumptions of knockoffs by conditioning, Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018, Deep Knockoffs, Kernel Knockoffs Selection for Nonparametric Additive Models, False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation, Reproducible feature selection in high-dimensional accelerated failure time models, Reproducible learning in large-scale graphical models, New perspectives on knockoffs construction, On the power of conditional independence testing under model-X

Uses Software

• glasso

Cites Work

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