A high-dimensional power analysis of the conditional randomization test and knockoffs

DOI10.1093/biomet/asab052OpenAlexW3211732498MaRDI QIDQ5102495

Wenshuo Wang, Lucas Janson

Publication date: 8 September 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.02304

zbMATH Keywords

knockoffBenjamini-Hochberg procedureapproximate message passingretrospective samplingmodel-Xconditional randomization testing

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

A power analysis for Model-X knockoffs with \(\ell_p\)-regularized statistics ⋮ False Discovery Rate Control via Data Splitting ⋮ On the power of conditional independence testing under model-X

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