Related papers: Functional knockoffs selection with applications t…
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…
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…
Thanks to its fine balance between model flexibility and interpretability, the nonparametric additive model has been widely used, and variable selection for this type of model has been frequently studied. However, none of the existing…
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…
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…
This paper develops a framework for testing for associations in a possibly high-dimensional linear model where the number of features/variables may far exceed the number of observational units. In this framework, the observations are split…
A new statistical procedure (Model-X \cite{candes2018}) has provided a way to identify important factors using any supervised learning method controlling for FDR. This line of research has shown great potential to expand the horizon of…
The recently proposed fixed-X knockoff is a powerful variable selection procedure that controls the false discovery rate (FDR) in any finite-sample setting, yet its theoretical insights are difficult to show beyond Gaussian linear models.…
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…
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…
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…
Many contemporary large-scale applications involve building interpretable models linking a large set of potential covariates to a response in a nonlinear fashion, such as when the response is binary. Although this modeling problem has been…
Controlling the False Discovery Rate (FDR) is critical for reproducible variable selection, especially given the prevalence of complex predictive modeling. The recent Split Knockoff method, an extension of the canonical Knockoffs framework,…
Barber and Candes recently introduced a feature selection method called knockoff+ that controls the false discovery rate (FDR) among the selected features in the classical linear regression problem. Knockoff+ uses the competition between…
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,…
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…
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…
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…
In many research fields, researchers aim to identify significant associations between a set of explanatory variables and a response while controlling the FDR. The Knockoff filter has been recently proposed in the frequentist paradigm to…
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…