Overview of research advance for knockoff methods

Cites Work

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Model-Free Feature Screening for Ultrahigh-Dimensional Data
Sure independence screening in generalized linear models with NP-dimensionality
On asymptotically optimal confidence regions and tests for high-dimensional models
Nearly unbiased variable selection under minimax concave penalty
Kernel Knockoffs Selection for Nonparametric Additive Models
A unified approach to model selection and sparse recovery using regularized least squares
False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
The Adaptive Lasso and Its Oracle Properties
Familywise error rate control via knockoffs
Exact post-selection inference, with application to the Lasso
A general theory of hypothesis tests and confidence regions for sparse high dimensional models
Robust rank correlation based screening
Controlling the false discovery rate via knockoffs
High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
The control of the false discovery rate in multiple testing under dependency.
Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
A rate optimal procedure for recovering sparse differences between high-dimensional means under dependence
Interaction pursuit in high-dimensional multi-response regression via distance correlation
Reproducible learning in large-scale graphical models
Powerful knockoffs via minimizing reconstructability
Robust inference with knockoffs
Relaxing the assumptions of knockoffs by conditioning
A knockoff filter for high-dimensional selective inference
False discovery rate control via debiased Lasso
Multilayer knockoff filter: controlled variable selection at multiple resolutions
Multiple testing procedures with applications to genomics.
High-dimensional graphs and variable selection with the Lasso
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
Multiple Hypotheses Testing with Weights
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
High-Dimensional Statistics
Sure Independence Screening for Ultrahigh Dimensional Feature Space
Stability Selection
Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
GGM Knockoff Filter: False Discovery Rate Control for Gaussian Graphical Models
A high-dimensional power analysis of the conditional randomization test and knockoffs
Statistical Foundations of Data Science
IPAD: Stable Interpretable Forecasting with Knockoffs Inference
Deep Knockoffs
FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
A Generic Sure Independence Screening Procedure
Conditional quantile screening in ultrahigh-dimensional heterogeneous data
Regularization and Variable Selection Via the Elastic Net
Estimation of the False Discovery Proportion with Unknown Dependence
Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
The Kolmogorov filter for variable screening in high-dimensional binary classification
Model Selection and Estimation in Regression with Grouped Variables
Gene hunting with hidden Markov model knockoffs
Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
Adjusting the Benjamini–Hochberg method for controlling the false discovery rate in knockoff-assisted variable selection
Model-Free Feature Screening and FDR Control With Knockoff Features
Metropolized Knockoff Sampling
Compositional knockoff filter for high‐dimensional regression analysis of microbiome 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
RaSE: A Variable Screening Framework via Random Subspace Ensembles
Data-driven selection of the number of change-points via error rate control
False Discovery Rate Control via Data Splitting
A generalized knockoff procedure for FDR control in structural change detection
Derandomizing Knockoffs
Data-Driven Determination of the Number of Jumps in Regression Curves

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