Related papers: GGM knockoff filter: False Discovery Rate Control …

Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical errors. We propose a Bayesian framework based on a prior…

We present a novel method for controlling the $k$-familywise error rate ($k$-FWER) in the linear regression setting using the knockoffs framework first introduced by Barber and Cand\`es. Our procedure, which we also refer to as knockoffs,…

This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive…

Model-X knockoffs is a wrapper that transforms essentially any feature importance measure into a variable selection algorithm, which discovers true effects while rigorously controlling the expected fraction of false positives. A frequently…

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Stability and reproducibility are essential considerations in various applications of statistical methods. False Discovery Rate (FDR) control methods are able to control false signals in scientific discoveries. However, many FDR control…

The knockoff filter of Barber and Candes (arXiv:1404.5609) is a flexible framework for multiple testing in supervised learning models, based on introducing synthetic predictor variables to control the false discovery rate (FDR). Using the…

Graph convolutional neural networks (GCNN) have numerous applications in different graph based learning tasks. Although the techniques obtain impressive results, they often fall short in accounting for the uncertainty associated with the…

Graph convolutional neural networks~(GCNs) have recently demonstrated promising results on graph-based semi-supervised classification, but little work has been done to explore their theoretical properties. Recently, several deep neural…

Gaussian graphical model selection is usually studied under independent sampling, but in many applications observations arise from dependent dynamics. We study structure learning when the data consist of a single trajectory of Gaussian…

The fixed-X knockoff filter is a flexible framework for variable selection with false discovery rate (FDR) control in linear models with arbitrary design matrices (of full column rank) and it allows for finite-sample selective inference via…

The Mapper algorithm is a visualization technique in topological data analysis (TDA) that outputs a graph reflecting the structure of a given dataset. However, the Mapper algorithm requires tuning several parameters in order to generate a…

Graph sampling theory extends the traditional sampling theory to graphs with topological structures. As a key part of the graph sampling theory, subset selection chooses nodes on graphs as samples to reconstruct the original signal. Due to…

Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data…

Model-X knockoffs is a flexible wrapper method for high-dimensional regression algorithms, which provides guaranteed control of the false discovery rate (FDR). Due to the randomness inherent to the method, different runs of model-X…

Model-X knockoffs allows analysts to perform feature selection using almost any machine learning algorithm while still provably controlling the expected proportion of false discoveries. To apply model-X knockoffs, one must construct…

Graph sampling with noise is a fundamental problem in graph signal processing (GSP). Previous works assume an unbiased least square (LS) signal reconstruction scheme and select samples greedily via expensive extreme eigenvector computation.…

In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…

For the problem of inferring a Gaussian graphical model (GGM), this work explores the application of a recent approach from the multiple testing literature for graph inference. The main idea of the method by Rebafka et al. (2022) is to…

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…