Related papers: Differentially Private Variable Selection via the …

Model-X knockoffs is a general procedure that can leverage any feature importance measure to produce a variable selection algorithm, which discovers true effects while rigorously controlling the number or fraction of false positives.…

In many multiple testing applications in genetics, the signs of test statistics provide useful directional information, such as whether genes are potentially up- or down-regulated between two experimental conditions. However, most existing…

Differential privacy provides a rigorous framework for privacy-preserving data analysis. This paper proposes the first differentially private procedure for controlling the false discovery rate (FDR) in multiple hypothesis testing. Inspired…

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…

Model-X knockoff has garnered significant attention among various feature selection methods due to its guarantees for controlling the false discovery rate (FDR). Since its introduction in parametric design, knockoff techniques have evolved…

We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of…

One challenge in exploratory association studies using observational data is that the associations between the predictors and the outcome are potentially weak and rare, and the candidate predictors have complex correlation structures. False…

We extend the knockoffs method for selecting predictors to clustered data (cross-sectional or repeated measures). In the setting of clustered data, variable selection is complex because some predictors are measured at the observation level…

Researchers in biomedical studies often work with samples that are not selected uniformly at random from the population of interest, a major example being a case-control study. While these designs are motivated by specific scientific…

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…

We introduce tools for controlled variable selection to economists. In particular, we apply a recently introduced aggregation scheme for false discovery rate (FDR) control to German administrative data to determine the parts of the…

The goal of feature selection is to identify important features that are relevant to explain an outcome variable. Most of the work in this domain has focused on identifying globally relevant features, which are features that are related to…

We consider problems where many, somewhat redundant, hypotheses are tested and we are interested in reporting the most precise rejections, with false discovery rate (FDR) control. This is the case, for example, when researchers are…

We propose one-at-a-time knockoffs (OATK), a new methodology for detecting important explanatory variables in linear regression models while controlling the false discovery rate (FDR). For each explanatory variable, OATK generates a…

Controlled feature selection aims to discover the features a response depends on while limiting the false discovery rate (FDR) to a predefined level. Recently, multiple deep-learning-based methods have been proposed to perform controlled…

We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the…

We investigate the robustness of the model-X knockoffs framework with respect to the misspecified or estimated feature distribution. We achieve such a goal by theoretically studying the feature selection performance of a practically…

This paper proposes a model-free and data-adaptive feature screening method for ultra-high dimensional datasets. The proposed method is based on the projection correlation which measures the dependence between two random vectors. This…

In this article, we propose a novel strategy for conducting variable selection without prior model topology knowledge using the knockoff method with boosted tree models. Our method is inspired by the original knockoff method, where the…

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…