Deep Knockoffs

DOI10.1080/01621459.2019.1660174zbMath1452.62710arXiv1811.06687OpenAlexW2901837190MaRDI QIDQ5146039

Yaniv Romano, Emmanuel J. Candès, Matteo Sesia

Publication date: 22 January 2021

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

Full work available at URL: https://arxiv.org/abs/1811.06687

zbMATH Keywords

neural networksvariable selectionfalse discovery ratenonparametric methodsgenerative models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sampling theory, sample surveys (62D05) Neural nets and related approaches to inference from stochastic processes (62M45) Paired and multiple comparisons; multiple testing (62J15)

Related Items (18)

Powerful knockoffs via minimizing reconstructability ⋮ Null-free false discovery rate control using decoy permutations ⋮ Ridge regression revisited: debiasing, thresholding and bootstrap ⋮ The Holdout Randomization Test for Feature Selection in Black Box Models ⋮ Metropolized Knockoff Sampling ⋮ Compositional knockoff filter for high‐dimensional regression analysis of microbiome data ⋮ A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models ⋮ Knockoffs with side information ⋮ Identification of microbial features in multivariate regression under false discovery rate control ⋮ Learning to increase the power of conditional randomization tests ⋮ False Discovery Rate Control via Data Splitting ⋮ A generalized knockoff procedure for FDR control in structural change detection ⋮ A post-screening diagnostic study for ultrahigh dimensional data ⋮ Generating knockoffs via conditional independence ⋮ Testing conditional independence in supervised learning algorithms ⋮ Kernel Knockoffs Selection for Nonparametric Additive Models ⋮ A selective overview of deep learning ⋮ On the power of conditional independence testing under model-X

Uses Software

• energy
• MMD GAN
• DeepPINK
• KnockoffGAN

Cites Work

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• Two sample tests for high-dimensional covariance matrices
• Energy statistics: a class of statistics based on distances
• Controlling the false discovery rate via knockoffs
• A multivariate two-sample test based on the number of nearest neighbor type coincidences
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
• Robust inference with knockoffs
• Multivariate Two-Sample Tests Based on Nearest Neighbors
• Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
• A prototype knockoff filter for group selection with FDR control
• Regularization and Variable Selection Via the Elastic Net
• A consistent multivariate test of association based on ranks of distances
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• A Distribution Free Version of the Smirnov Two Sample Test in the $p$-Variate Case
• Gene hunting with hidden Markov model knockoffs

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