Controlling False Discovery Rate Using Gaussian Mirrors
From MaRDI portal
Publication:6107203
DOI10.1080/01621459.2021.1923510zbMath1514.62093arXiv1911.09761OpenAlexW3157176780MaRDI QIDQ6107203
Jun S. Liu, Xin Xing, Zhigen Zhao
Publication date: 3 July 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.09761
false discovery rategenome-wide association studyhigh-dimensional linear regressionpost-selection inference
Related Items (7)
A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models ⋮ Comment on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Chengguang Dai, Buyu Lin, Xin Xing, and Jun S. Liu ⋮ Discussion of “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” by Chenguang Dai, Buyu Lin, Xin Xing, and Jun S. Liu ⋮ Comments on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” ⋮ False Discovery Rate Control via Data Splitting ⋮ StarTrek: combinatorial variable selection with false discovery rate control
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Multivariate and multiple permutation tests
- Exact post-selection inference, with application to the Lasso
- Valid post-selection inference
- Stability
- Statistics for high-dimensional data. Methods, theory and applications.
- Near-ideal model selection by \(\ell _{1}\) minimization
- High-dimensional variable selection
- Controlling the false discovery rate via knockoffs
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Lasso-type recovery of sparse representations for high-dimensional data
- Estimating the dimension of a model
- Asymptotics for Lasso-type estimators.
- The Lasso problem and uniqueness
- Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
- Robust inference with knockoffs
- Relaxing the assumptions of knockoffs by conditioning
- High-dimensional generalized linear models and the lasso
- High-dimensional graphs and variable selection with the Lasso
- A note on data-splitting for the evaluation of significance levels
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- High-Dimensional Statistics
- Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
- Post‐selection inference for ‐penalized likelihood models
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Regularization and Variable Selection Via the Elastic Net
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
- Veridical data science
This page was built for publication: Controlling False Discovery Rate Using Gaussian Mirrors