Kernel Knockoffs Selection for Nonparametric Additive Models

DOI10.48550/arXiv.2105.11659arXiv2105.11659OpenAlexW3164735682MaRDI QIDQ115586

Lexin Li, Xiang Lyu, Xiaowu Dai, Xiaowu Dai, Lexin Li, Unnamed Author

Publication date: 25 May 2021

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.11659

zbMATH Keywords

variable selectionreproducing kernel Hilbert spacesubsamplingfalse discovery rateknockoffsnonparametric additive models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

kko ⋮ Revisiting feature selection for linear models with FDR and power guarantees

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimax optimal rates of estimation in high dimensional additive models
• Sparsity in multiple kernel learning
• High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
• Component selection and smoothing in multivariate nonparametric regression
• Controlling the false discovery rate via knockoffs
• High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
• Variable selection in nonparametric additive models
• High-dimensional additive modeling
• Additive regression and other nonparametric models
• False discoveries occur early on the Lasso path
• Bootstrap inference for network construction with an application to a breast cancer microarray study
• Robust inference with knockoffs
• A knockoff filter for high-dimensional selective inference
• Large-Scale Multiple Testing under Dependence
• RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
• Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
• Empirical Bayes Analysis of a Microarray Experiment
• Sparse Additive Models
• Stability Selection
• Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
• The Optimal Discovery Procedure: A New Approach to Simultaneous Significance Testing
• Deep Knockoffs
• Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
• Controlling Variable Selection by the Addition of Pseudovariables
• Model-Free Variable Selection
• Minimax-optimal rates for sparse additive models over kernel classes via convex programming
• Theory of Reproducing Kernels
• Kernel Ordinary Differential Equations
• Derandomizing Knockoffs

This page was built for publication: Kernel Knockoffs Selection for Nonparametric Additive Models