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We describe a series of algorithms that efficiently implement Gaussian model-X knockoffs to control the false discovery rate on large scale feature selection problems. Identifying the knockoff distribution requires solving a large scale…

Machine Learning · Computer Science 2020-06-17 Armin Askari , Quentin Rebjock , Alexandre d'Aspremont , Laurent El Ghaoui

Knockoffs are a popular statistical framework that addresses the challenging problem of conditional variable selection in high-dimensional settings with statistical control. Such statistical control is essential for the reliability of…

Methodology · Statistics 2025-04-30 Alexandre Blain , Angel Reyero Lobo , Julia Linhart , Bertrand Thirion , Pierre Neuvial

Research on the localization of the genetic basis associated with diseases or traits has been widely conducted in the last a few decades. Scan methods have been developed for region-based analysis in whole-genome association studies,…

Methodology · Statistics 2024-10-31 Wei Zhang , Fan Wang , Fang Yao

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,…

Methodology · Statistics 2023-10-17 Alexandre Blain , Bertrand Thirion , Olivier Grisel , Pierre Neuvial

Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…

Methodology · Statistics 2020-12-17 Chenguang Dai , Buyu Lin , Xin Xing , Jun S. Liu

Voxel-based multiple testing is widely used in neuroimaging data analysis. Traditional false discovery rate (FDR) control methods often ignore the spatial dependence among the voxel-based tests and thus suffer from substantial loss of…

Machine Learning · Statistics 2024-05-06 Taehyo Kim , Hai Shu , Qiran Jia , Mony J. de Leon

In modern scientific research, the objective is often to identify which variables are associated with an outcome among a large class of potential predictors. This goal can be achieved by selecting variables in a manner that controls the the…

Methodology · Statistics 2023-10-10 Yushu Shi , Michael Martens

False discovery rate (FDR) controlling procedures provide important statistical guarantees for the replicability in signal identification based on multiple hypotheses testing. In many fields of study, FDR controlling procedures are used in…

Methodology · Statistics 2022-10-04 Ran Dai , Cheng Zheng

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.…

Methodology · Statistics 2016-02-12 Ran Dai , Rina Foygel Barber

Testing for differences in features between clusters in various applications often leads to inflated false positives when practitioners use the same dataset to identify clusters and then test features, an issue commonly known as ``double…

Methodology · Statistics 2024-10-10 Lijun Wang , Yingxin Lin , Hongyu Zhao

For large-scale testing with graph-associated data, we present an empirical Bayes mixture technique to score local false discovery rates. Compared to empirical Bayes procedures that ignore the graph, the proposed method gains power in…

Methodology · Statistics 2019-11-26 TIen Vo , Vamsi Ithapu , Vikas Singh , Michael A. Newton

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…

Methodology · Statistics 2026-03-17 Jinyuan Chang , Chenlong Li , Cheng Yong Tang , Zhengtian Zhu

The mitigation of false positives is an important issue when conducting multiple hypothesis testing. The most popular paradigm for false positives mitigation in high-dimensional applications is via the control of the false discovery rate…

Methodology · Statistics 2018-07-17 Hien D. Nguyen , Yohan Yee , Geoffrey J. McLachlan , Jason P. Lerch

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…

Methodology · Statistics 2020-01-23 Zhimei Ren , Emmanuel Candès

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…

Methodology · Statistics 2021-02-16 Wanjun Liu , Yuan Ke , Jingyuan Liu , Runze Li

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…

Machine Learning · Statistics 2019-05-30 Jaime Roquero Gimenez , James Zou

Longitudinal magnetic resonance imaging data is used to model trajectories of change in brain regions of interest to identify areas susceptible to atrophy in those with neurodegenerative conditions like Alzheimer's disease. Most methods for…

Applications · Statistics 2024-07-25 Robert Zielinski , Kun Meng , Ani Eloyan

Recently, the scheme of model-X knockoffs was proposed as a promising solution to address controlled feature selection under high-dimensional finite-sample settings. However, the procedure of model-X knockoffs depends heavily on the…

Methodology · Statistics 2022-03-10 Xuebin Zhao , Hong Chen , Yingjie Wang , Weifu Li , Tieliang Gong , Yulong Wang , Feng Zheng

It is frequently of interest to jointly analyze multiple sequences of multiple tests in order to identify simultaneous signals, defined as features tested in multiple studies whose test statistics are non-null in each. In many problems,…

Methodology · Statistics 2019-01-16 Sihai Dave Zhao , Yet Tien Nguyen

Accurately discriminating progressive stages of Alzheimer's Disease (AD) is crucial for early diagnosis and prevention. It often involves multiple imaging modalities to understand the complex pathology of AD, however, acquiring a complete…

Image and Video Processing · Electrical Eng. & Systems 2025-03-06 Seunghun Baek , Jaeyoon Sim , Guorong Wu , Won Hwa Kim