DOI10.1111/RSSB.12265zbMath1398.62335arXiv1610.02351OpenAlexW2963371845MaRDI QIDQ4962079
Emmanuel J. Candès, Yingying Fan, Lucas Janson, Jinchi Lv
Publication date: 30 October 2018
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.02351
Powerful knockoffs via minimizing reconstructability ⋮
Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes ⋮
Null-free false discovery rate control using decoy permutations ⋮
InfoGram and admissible machine learning ⋮
Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models ⋮
Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data ⋮
L0-Regularized Learning for High-Dimensional Additive Hazards Regression ⋮
Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles ⋮
Projection-based Inference for High-dimensional Linear Models ⋮
Causal inference in genetic trio studies ⋮
Adaptive Bayesian SLOPE: Model Selection With Incomplete Data ⋮
The Holdout Randomization Test for Feature Selection in Black Box Models ⋮
Predictor ranking and false discovery proportion control in high-dimensional regression ⋮
Metropolized Knockoff Sampling ⋮
Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold ⋮
Compositional knockoff filter for high‐dimensional regression analysis of microbiome data ⋮
Hypothesis testing in adaptively sampled data: ART to maximize power beyond \textit{iid }sampling ⋮
A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates ⋮
A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models ⋮
Discussion of “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” ⋮
Comments on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” ⋮
Threshold Selection in Feature Screening for Error Rate Control ⋮
Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates ⋮
Double Empirical Bayes Testing ⋮
Knockoffs with side information ⋮
Detecting distributional differences in labeled sequence data with application to tropical cyclone satellite imagery ⋮
Controlling False Discovery Rate Using Gaussian Mirrors ⋮
Variable Selection Via Thompson Sampling ⋮
Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes ⋮
Identification of microbial features in multivariate regression under false discovery rate control ⋮
Understanding complex predictive models with ghost variables ⋮
Unnamed Item ⋮
Comment: Statistical inference from a predictive perspective ⋮
Learning to increase the power of conditional randomization tests ⋮
Double-estimation-friendly inference for high-dimensional misspecified models ⋮
A power analysis for Model-X knockoffs with \(\ell_p\)-regularized statistics ⋮
False Discovery Rate Control via Data Splitting ⋮
Model-Free Conditional Feature Screening with FDR Control ⋮
Game-theoretic statistics and safe anytime-valid inference ⋮
Replicability across multiple studies ⋮
Bayesian variable selection using Knockoffs with applications to genomics ⋮
Robust inference with knockoffs ⋮
A generalized knockoff procedure for FDR control in structural change detection ⋮
A post-screening diagnostic study for ultrahigh dimensional data ⋮
Nonlinear directed acyclic graph estimation based on the kernel partial correlation coefficient ⋮
The right complexity measure in locally private estimation: it is not the Fisher information ⋮
Derandomizing Knockoffs ⋮
Controlling the false discovery rate via competition: is the \(+1\) needed? ⋮
Explaining classifiers with measures of statistical association ⋮
General tests of conditional independence based on empirical processes indexed by functions ⋮
The Lasso with general Gaussian designs with applications to hypothesis testing ⋮
What is a Randomization Test? ⋮
StarTrek: combinatorial variable selection with false discovery rate control ⋮
Sparse additive models in high dimensions with wavelets ⋮
Generating knockoffs via conditional independence ⋮
A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression ⋮
On Azadkia-Chatterjee's conditional dependence coefficient ⋮
Model-Free Feature Screening and FDR Control With Knockoff Features ⋮
Which bridge estimator is the best for variable selection? ⋮
Relaxing the assumptions of knockoffs by conditioning ⋮
Discussion of the Paper “Prediction, Estimation, and Attribution” by B. Efron ⋮
Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018 ⋮
IPAD: Stable Interpretable Forecasting with Knockoffs Inference ⋮
Deep Knockoffs ⋮
RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs ⋮
FANOK: Knockoffs in Linear Time ⋮
Unnamed Item ⋮
Controlling the false discovery rate for latent factors via unit-rank deflation ⋮
Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings ⋮
Data science, big data and statistics ⋮
The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square ⋮
Testing conditional independence in supervised learning algorithms ⋮
Kernel Knockoffs Selection for Nonparametric Additive Models ⋮
Variable selection via adaptive false negative control in linear regression ⋮
Bootstrapping and sample splitting for high-dimensional, assumption-lean inference ⋮
A simple measure of conditional dependence ⋮
Nonparametric false discovery rate control for identifying simultaneous signals ⋮
False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation ⋮
Pseudo estimation and variable selection in regression ⋮
Unnamed Item ⋮
Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance ⋮
Reproducible feature selection in high-dimensional accelerated failure time models ⋮
Nonsparse Learning with Latent Variables ⋮
Reproducible learning in large-scale graphical models ⋮
Spatially relaxed inference on high-dimensional linear models ⋮
A knockoff filter for high-dimensional selective inference ⋮
Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models ⋮
Unnamed Item ⋮
Semi-supervised multiple testing ⋮
New perspectives on knockoffs construction ⋮
Conditional independence testing via weighted partial copulas ⋮
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling ⋮
Improved estimators for semi-supervised high-dimensional regression model ⋮
On the power of conditional independence testing under model-X ⋮
Discussion of the Paper “Prediction, Estimation, and Attribution” by B. Efron ⋮
Revisiting feature selection for linear models with FDR and power guarantees ⋮
Conditional calibration for false discovery rate control under dependence ⋮
Local permutation tests for conditional independence ⋮
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting ⋮
Reconciling model-X and doubly robust approaches to conditional independence testing
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