StarTrek: combinatorial variable selection with false discovery rate control (Q6192319): Difference between revisions

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scientific article; zbMATH DE number 7815251

Language	Label	Description	Also known as
English	StarTrek: combinatorial variable selection with false discovery rate control	scientific article; zbMATH DE number 7815251

Statements

scholarly article

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StarTrek: combinatorial variable selection with false discovery rate control (English)

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The Annals of Statistics

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publication date

11 March 2024

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full work available at URL

https://arxiv.org/abs/2108.09904

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https://projecteuclid.org/journals/annals-of-statistics/volume-52/issue-1/StarTrek-Combinatorial-variable-selection-with-false-discovery-rate-control/10.1214/23-AOS2296.full

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zbMATH Keywords

graphical models

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multiple testing

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false discovery rate control

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combinatorial inference

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comparison bounds

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Gaussian multiplier bootstrap

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MaRDI profile type

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Controlling the false discovery rate via knockoffs

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A knockoff filter for high-dimensional selective inference

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Inference on Treatment Effects after Selection among High-Dimensional Controls

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Discovering the False Discovery Rate

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The control of the false discovery rate in multiple testing under dependency.

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

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Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings

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Optimal hypothesis testing for high dimensional covariance matrices

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Inference for high-dimensional differential correlation matrices

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Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection

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Cramér-type moderate deviations for Studentized two-sample \(U\)-statistics with applications

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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

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Anti-concentration and honest, adaptive confidence bands

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Comparison and anti-concentration bounds for maxima of Gaussian random vectors

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Improved central limit theorem and bootstrap approximations in high dimensions

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False Discovery Rate Control via Data Splitting

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A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models

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Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors

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Estimation and inference for precision matrices of nonstationary time series

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High-Dimensional Inference for Cluster-Based Graphical Models

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Sparse inverse covariance estimation with the graphical lasso

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Honest confidence regions and optimality in high-dimensional precision matrix estimation

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False discovery rate control via debiased Lasso

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory

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Optimal Estimation of the Number of Network Communities

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Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis

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High-dimensional CLT: improvements, non-uniform extensions and large deviations

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Sparsistency and rates of convergence in large covariance matrix estimation

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GGM Knockoff Filter: False Discovery Rate Control for Gaussian Graphical Models

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Gaussian graphical model estimation with false discovery rate control

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Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series

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Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control

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High-dimensional graphs and variable selection with the Lasso

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Random graph models of social networks

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Combinatorial inference for graphical models

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Partial Correlation Estimation by Joint Sparse Regression Models

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High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence

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Asymptotic normality and optimalities in estimation of large Gaussian graphical models

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Sparse permutation invariant covariance estimation

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Likelihood-Based Selection and Sharp Parameter Estimation

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Scaled sparse linear regression

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A modern maximum-likelihood theory for high-dimensional logistic regression

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On asymptotically optimal confidence regions and tests for high-dimensional models

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Testing differential networks with applications to the detection of gene-gene interactions

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Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions

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Controlling False Discovery Rate Using Gaussian Mirrors

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Model selection and estimation in the Gaussian graphical model

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The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance

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The huge Package for High-dimensional Undirected Graph Estimation in R

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Identifiers

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1214/23-AOS2296

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Sitelinks

Mathematics(1 entry)

mardi Publication:6192319

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