RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
From MaRDI portal
Abstract: Power and reproducibility are key to enabling refined scientific discoveries in contemporary big data applications with general high-dimensional nonlinear models. In this paper, we provide theoretical foundations on the power and robustness for the model-free knockoffs procedure introduced recently in Cand`{e}s, Fan, Janson and Lv (2016) in high-dimensional setting when the covariate distribution is characterized by Gaussian graphical model. We establish that under mild regularity conditions, the power of the oracle knockoffs procedure with known covariate distribution in high-dimensional linear models is asymptotically one as sample size goes to infinity. When moving away from the ideal case, we suggest the modified model-free knockoffs method called graphical nonlinear knockoffs (RANK) to accommodate the unknown covariate distribution. We provide theoretical justifications on the robustness of our modified procedure by showing that the false discovery rate (FDR) is asymptotically controlled at the target level and the power is asymptotically one with the estimated covariate distribution. To the best of our knowledge, this is the first formal theoretical result on the power for the knockoffs procedure. Simulation results demonstrate that compared to existing approaches, our method performs competitively in both FDR control and power. A real data set is analyzed to further assess the performance of the suggested knockoffs procedure.
Recommendations
Cites work
- A Direct Approach to False Discovery Rates
- A knockoff filter for high-dimensional selective inference
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Adapting to unknown sparsity by controlling the false discovery rate
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Consistent Estimation of Scaled Coefficients
- Controlling the false discovery rate via knockoffs
- Correlation and Large-Scale Simultaneous Significance Testing
- Estimating false discovery proportion under arbitrary covariance dependence
- Fast and accurate approximation to significance tests in genome-wide association studies
- High-dimensional additive modeling
- High-dimensional classification using features annealed independence rules
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Impacts of high dimensionality in finite samples
- Innovated interaction screening for high-dimensional nonlinear classification
- Innovated scalable efficient estimation in ultra-large Gaussian graphical models
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Nonparametric econometrics. Theory and practice.
- Nonuniformity of p-values can occur early in diverging dimensions
- On false discovery control under dependence
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Perturbation bounds for matrix square roots and Pythagorean sums
- Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Robustness of multiple testing procedures against dependence
- Semiparametric and nonparametric methods in econometrics
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Simultaneous analysis of Lasso and Dantzig selector
- Size, power and false discovery rates
- SLOPE is adaptive to unknown sparsity and asymptotically minimax
- Sparse additive models
- Statistics for high-dimensional data. Methods, theory and applications.
- Strong approximations of level exceedences related to multiple hypothesis testing
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Testing and detecting jumps based on a discretely observed process
- The control of the false discovery rate in multiple testing under dependency.
- To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?
- Tuning-free heterogeneous inference in massive networks
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable Selection with Error Control: Another Look at Stability Selection
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Cited in
(43)- Kernel Knockoffs Selection for Nonparametric Additive Models
- Reproducible feature selection in high-dimensional accelerated failure time models
- Reproducible learning in large-scale graphical models
- Rank-to-rank embeddings, Laver tables, and Galton-Watson processes
- On the power of conditional independence testing under model-X
- Revisiting feature selection for linear models with FDR and power guarantees
- Powerful knockoffs via minimizing reconstructability
- Null-free false discovery rate control using decoy permutations
- Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data
- Robust inference with knockoffs
- Controlling the false discovery rate for latent factors via unit-rank deflation
- Nonsparse learning with latent variables
- Scalable inference for high-dimensional precision matrix
- IPAD: stable interpretable forecasting with knockoffs inference
- Making the Cut: Improved Ranking and Selection for Large-Scale Inference
- Nonuniformity of p-values can occur early in diverging dimensions
- Model-Free Feature Screening and FDR Control With Knockoff Features
- Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes
- Inference for Nonparanormal Partial Correlation via Regularized Rank-Based Nodewise Regression
- Threshold Selection in Feature Screening for Error Rate Control
- 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
- Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
- Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
- Scalable efficient reproducible multi-task learning via data splitting
- CoxKnockoff: controlled feature selection for the Cox model using knockoffs
- Large-Scale Two-Sample Comparison of Support Sets
- FDR control and power analysis for high-dimensional logistic regression via Stabkoff
- Reconciling model-X and doubly robust approaches to conditional independence testing
- Overview of research advance for knockoff methods
- Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
- High-Dimensional Knockoffs Inference for Time Series Data
- Ah-knockoff: false discovery rate control in high-dimensional additive hazards models
- High-dimensional graphical inference via partially penalised regression
- ARK: robust knockoffs inference with coupling
- Variable selection in latent variable models via knockoffs: an application to international large-scale assessment in education
- Adaptive Selection for False Discovery Rate Control Leveraging Symmetry
- Uniform knockoff filter for high-dimensional controlled graph recovery
- Fdr control for high-dimensional graphical models via e-values
- Sparse minimum redundancy maximum relevance for feature selection
- Reproducible learning in large-scale multiple graphical models
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
This page was built for publication: RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3304859)
