Related papers: Aggregating Knockoffs for False Discovery Rate Con…
Controlled variable selection is an important analytical step in various scientific fields, such as brain imaging or genomics. In these high-dimensional data settings, considering too many variables leads to poor models and high costs,…
The false discovery rate (FDR)---the expected fraction of spurious discoveries among all the discoveries---provides a popular statistical assessment of the reproducibility of scientific studies in various disciplines. In this work, we…
We consider the problem of assessing the importance of multiple variables or factors from a dataset when side information is available. In principle, using side information can allow the statistician to pay attention to variables with a…
In many fields of science, we observe a response variable together with a large number of potential explanatory variables, and would like to be able to discover which variables are truly associated with the response. At the same time, we…
Knockoffs is a new framework for controlling the false discovery rate (FDR) in multiple hypothesis testing problems involving complex statistical models. While there has been great emphasis on Type-I error control, Type-II errors have been…
We propose the group knockoff filter, a method for false discovery rate control in a linear regression setting where the features are grouped, and we would like to select a set of relevant groups which have a nonzero effect on the response.…
Model-free knockoffs is a recently proposed technique for identifying covariates that is likely to have an effect on a response variable. The method is an efficient method to control the false discovery rate in hypothesis tests for separate…
Continuous improvement in medical imaging techniques allows the acquisition of higher-resolution images. When these are used in a predictive setting, a greater number of explanatory variables are potentially related to the dependent…
We address challenges in variable selection with highly correlated data that are frequently present in finance, economics, but also in complex natural systems as e.g. weather. We develop a robustified version of the knockoff framework,…
Selecting important features that have substantial effects on the response with provable type-I error rate control is a fundamental concern in statistics, with wide-ranging practical applications. Existing knockoff filters, although shown…
The Model-X knockoff procedure has recently emerged as a powerful approach for feature selection with statistical guarantees. The advantage of knockoff is that if we have a good model of the features X, then we can identify salient features…
Multiple comparisons in hypothesis testing often encounter structural constraints in various applications. For instance, in structural Magnetic Resonance Imaging for Alzheimer's Disease, the focus extends beyond examining atrophic brain…
Genome-wide association studies (GWAS) often find association signals between many genetic variants and traits of interest in a genomic region. Functional annotations of these variants provide valuable prior information that helps…
An important problem in machine learning and statistics is to identify features that causally affect the outcome. This is often impossible to do from purely observational data, and a natural relaxation is to identify features that are…
Controlling the False Discovery Rate (FDR) in a variable selection procedure is critical for reproducible discoveries, and it has been extensively studied in sparse linear models. However, it remains largely open in scenarios where the…
Although there is a huge literature on feature selection for the Cox model, none of the existing approaches can control the false discovery rate (FDR) unless the sample size tends to infinity. In addition, there is no formal power analysis…
The knockoff filter is a recent false discovery rate (FDR) control method for high-dimensional linear models. We point out that knockoff has three key components: ranking algorithm, augmented design, and symmetric statistic, and each…
The increasing availability of data has generated unprecedented prospects for network analyses in many biological fields, such as neuroscience (e.g., brain networks), genomics (e.g., gene-gene interaction networks), and ecology (e.g.,…
Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…
Controlling false discovery rate (FDR) is crucial for variable selection, multiple testing, among other signal detection problems. In literature, there is certainly no shortage of FDR control strategies when selecting individual features,…