Related papers: Differentially Private Model-X Knockoffs via Johns…
Model-X knockoff framework offers a model-free variable selection method that ensures finite sample false discovery rate (FDR) control. However, the complexity of generating knockoff variables, coupled with the model-free assumption,…
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 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 knockoffs is a recently proposed powerful framework that effectively controls the false discovery rate (FDR) for variable selection. However, none of the existing knockoff solutions are directly suited to handle multivariate or…
The knockoff filter, recently developed by Barber and Candes, is an effective procedure to perform variable selection with a controlled false discovery rate (FDR). We propose a private version of the knockoff filter by incorporating…
Differential privacy mechanisms that also make reconstruction of the data impossible come at a cost - a decrease in utility. In this paper, we tackle this problem by designing a private data release mechanism that makes reconstruction of…
We introduce a new method for releasing answers to statistical queries with differential privacy, based on the Johnson-Lindenstrauss lemma. The key idea is to randomly project the query answers to a lower dimensional space so that the…
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,…
This paper proves that an "old dog", namely -- the classical Johnson-Lindenstrauss transform, "performs new tricks" -- it gives a novel way of preserving differential privacy. We show that if we take two databases, $D$ and $D'$, such that…
Suppose that party A collects private information about its users, where each user's data is represented as a bit vector. Suppose that party B has a proprietary data mining algorithm that requires estimating the distance between users, such…
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,…
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…
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 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…
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…
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…
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.…
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…
The Johnson-Lindenstrauss property ({\sf JLP}) of random matrices has immense application in computer science ranging from compressed sensing, learning theory, numerical linear algebra, to privacy. This paper explores the properties and…
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…