FANOK: Knockoffs in Linear Time
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Publication:5154638
DOI10.1137/20M1363698zbMath1475.62109arXiv2006.08790OpenAlexW3186681364MaRDI QIDQ5154638
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Publication date: 5 October 2021
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.08790
convex optimizationsemidefinite programmingfalse discovery ratecoordinate descentFast Knockoffs (FANOK)
Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Semidefinite programming (90C22) Convex programming (90C25) Statistical ranking and selection procedures (62F07)
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