Pages that link to "Item:Q888503"
From MaRDI portal
The following pages link to Controlling the false discovery rate via knockoffs (Q888503):
Displaying 50 items.
- Testing conditional independence in supervised learning algorithms (Q113672) (← links)
- Kernel Knockoffs Selection for Nonparametric Additive Models (Q115586) (← links)
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- Detecting weak signals in high dimensions (Q272081) (← links)
- Familywise error rate control via knockoffs (Q276230) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- Controlling the false discovery rate via knockoffs (Q888503) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018 (Q1731980) (← links)
- Online rules for control of false discovery rate and false discovery exceedance (Q1750278) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings (Q1996778) (← links)
- Model selection with mixed variables on the Lasso path (Q2040668) (← links)
- On the power of some sequential multiple testing procedures (Q2042435) (← links)
- Multicarving for high-dimensional post-selection inference (Q2044355) (← links)
- Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance (Q2066736) (← links)
- Reproducible feature selection in high-dimensional accelerated failure time models (Q2070645) (← links)
- Reproducible learning in large-scale graphical models (Q2078577) (← links)
- Spatially relaxed inference on high-dimensional linear models (Q2080369) (← links)
- Semi-supervised multiple testing (Q2084464) (← links)
- Information criteria bias correction for group selection (Q2093122) (← links)
- New perspectives on knockoffs construction (Q2095099) (← links)
- Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling (Q2105181) (← links)
- On the power of conditional independence testing under model-X (Q2106800) (← links)
- Revisiting feature selection for linear models with FDR and power guarantees (Q2111958) (← links)
- Conditional calibration for false discovery rate control under dependence (Q2112799) (← links)
- Powerful knockoffs via minimizing reconstructability (Q2119228) (← links)
- Null-free false discovery rate control using decoy permutations (Q2125640) (← links)
- Optimal false discovery rate control for large scale multiple testing with auxiliary information (Q2131256) (← links)
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle? (Q2131267) (← links)
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models (Q2134161) (← links)
- Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences (Q2137788) (← links)
- Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data (Q2143024) (← links)
- Determine the number of clusters by data augmentation (Q2161184) (← links)
- Robust inference with knockoffs (Q2196226) (← links)
- Test of significance for high-dimensional longitudinal data (Q2215753) (← links)
- Which bridge estimator is the best for variable selection? (Q2215760) (← links)
- Relaxing the assumptions of knockoffs by conditioning (Q2215771) (← links)
- Interactive martingale tests for the global null (Q2219220) (← links)
- Controlling the false discovery rate for latent factors via unit-rank deflation (Q2244589) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- Prediction error bounds for linear regression with the TREX (Q2273161) (← links)
- Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- Nonparametric false discovery rate control for identifying simultaneous signals (Q2286361) (← links)
- Pseudo estimation and variable selection in regression (Q2306244) (← links)
- False discovery control for penalized variable selections with high-dimensional covariates (Q2324959) (← links)
