IPAD: Stable Interpretable Forecasting with Knockoffs Inference

DOI10.1080/01621459.2019.1654878zbMath1452.62694arXiv1809.05032OpenAlexW2968001089WikidataQ127374700 ScholiaQ127374700MaRDI QIDQ5146036

Jinchi Lv, Mahrad Sharifvaghefi, Yingying Fan, Yoshimasa Uematsu

Publication date: 22 January 2021

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.05032

zbMATH Keywords

stabilitypowerlatent factorsreproducibilitylarge-scale inference and FDRmodel-X knockoffs

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Paired and multiple comparisons; multiple testing (62J15)

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