Related papers: Knockoffs for exchangeable categorical covariates

In scientific studies involving analyses of multivariate data, basic but important questions often arise for the researcher: Is the sample exchangeable, meaning that the joint distribution of the sample is invariant to the ordering of the…

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…

Let $K_n$ denote the number of distinct values among the first $n$ terms of an infinite exchangeable sequence of random variables $(X_1,X_2,\ldots)$. We prove for $n=3$ that the extreme points of the convex set of all possible laws of $K_3$…

Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We give a general discussion of such models and their rationality criteria. We study exchangeability assessments…

We consider shifts $\Pi_{n,m}$ of a partially exchangeable random partition $\Pi_\infty$ of $\mathbb{N}$ obtained by restricting $\Pi_\infty$ to $\{n+1,n+2,\dots, n+m\}$ and then subtracting $n$ from each element to get a partition of…

We propose a unified theoretical framework for studying the robustness of the model-X knockoffs framework by investigating the asymptotic false discovery rate (FDR) control of the practically implemented approximate knockoffs procedure.…

When factorized approximations are used for variational inference (VI), they tend to underestimate the uncertainty -- as measured in various ways -- of the distributions they are meant to approximate. We consider two popular ways to measure…

We prove that a strongly $F$-regular scheme $X$ admits a finite, generically Galois, and \'etale-in-codimension-one cover $\widetilde X \to X$ such that the \'etale fundamental groups of $\widetilde X$ and $\widetilde X_{reg}$ agree.…

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…

Given a sequence of samples $x_1, \dots , x_k$ promised to be drawn from one of two distributions $X_0, X_1$, a well-studied problem in statistics is to decide $\textit{which}$ distribution the samples are from. Information theoretically,…

Let $\theta$ be a Bernoulli measure which is stationary for a random walk generated by finitely many contracting rational affine dilations of $\mathbb{R}^d$, and let $\mathcal{K} = \mathrm{supp}(\theta)$ be the corresponding attractor. An…

Let $G_1,\dots, G_n\in \mathbb{F}_p[X_1,\dots,X_m]$ be $n$ polynomials in $m$ variables over the finite field $\mathbb{F}_p$ of $p$ elements. For any sufficiently large prime $p$ and non-trivial bounds for the Weyl sums associated to the…

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…

Let $S$ be a Polish space and $(X_n:n\geq1)$ an exchangeable sequence of $S$-valued random variables. Let $\alpha_n(\cdot)=P(X_{n+1}\in \cdot\mid X_1,\...,X_n)$ be the predictive measure and $\alpha$ a random probability measure on $S$ such…

Let $X=(X_1,X_2,\ldots)$ be a sequence of random variables with values in a standard space $(S,\mathcal{B})$. Suppose \begin{gather*} X_1\sim\nu\quad\text{and}\quad P\bigl(X_{n+1}\in\cdot\mid…

Despite the popularity of feature importance (FI) measures in interpretable machine learning, the statistical adequacy of these methods is rarely discussed. From a statistical perspective, a major distinction is between analyzing a…

Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…

A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $n\geq k$ is close to a mixture…

For two collections of nonnegative and suitably normalised weights $\W=(\W_j)$ and $\V=(\V_{n,k})$, a probability distribution on the set of partitions of the set $\{1,...,n\}$ is defined by assigning to a generic partition $\{A_j, j\leq…

We extend de Finetti's (1937) notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We prove…