Relaxing the assumptions of knockoffs by conditioning

DOI10.1214/19-AOS1920zbMath1454.62132arXiv1903.02806OpenAlexW3087389192WikidataQ114599281 ScholiaQ114599281MaRDI QIDQ2215771

Dongming Huang, Lucas Janson

Publication date: 14 December 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.02806

zbMATH Keywords

sufficient statisticgraphical modelhigh-dimensional inferenceknockoffsfalse discovery rate (FDR)topological measuremodel-X

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12) Sufficient statistics and fields (62B05) Probabilistic graphical models (62H22) Topological data analysis (62R40)

Related Items (8)

Powerful knockoffs via minimizing reconstructability ⋮ 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” ⋮ Controlling False Discovery Rate Using Gaussian Mirrors ⋮ False Discovery Rate Control via Data Splitting ⋮ Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling ⋮ On the power of conditional independence testing under model-X ⋮ Revisiting feature selection for linear models with FDR and power guarantees

Uses Software

• MIM
• KnockoffGAN
• gCol

Cites Work

• Unnamed Item
• Unnamed Item
• On asymptotically optimal confidence regions and tests for high-dimensional models
• Familywise error rate control via knockoffs
• Exact post-selection inference, with application to the Lasso
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
• A general theory of hypothesis tests and confidence regions for sparse high dimensional models
• Statistics for high-dimensional data. Methods, theory and applications.
• Controlling the false discovery rate via knockoffs
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Significance testing in non-sparse high-dimensional linear models
• The control of the false discovery rate in multiple testing under dependency.
• Robust inference with knockoffs
• False discovery rate control via debiased Lasso
• Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
• A survey on vertex coloring problems
• Linear Hypothesis Testing in Dense High-Dimensional Linear Models
• A Guide to Graph Colouring
• Introduction to Graphical Modelling
• Inference on Treatment Effects after Selection among High-Dimensional Controls
• Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
• The Conditional Permutation Test for Independence While Controlling for Confounders
• Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
• Sampling from a Manifold
• The 1972 Wald Lecture Robust Statistics: A Review
• Gene hunting with hidden Markov model knockoffs
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

This page was built for publication: Relaxing the assumptions of knockoffs by conditioning