Non-Convex Global Minimization and False Discovery Rate Control for the TREX

Author:

Bien Jacob1,Gaynanova Irina2,Lederer Johannes3,Müller Christian L.4ORCID

Affiliation:

1. Department of Data Sciences and Operations, University of Southern California, Los Angeles, CA

2. Department of Statistics, Texas A&M University, College Station, TX

3. Departments of Statistics and Biostatistics, University of Washington, Seattle, WA

4. Flatiron Institute, Simons Foundation, New York, NY

Funder

Division of Mathematical Sciences

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability

Reference16 articles.

1. Controlling the false discovery rate via knockoffs

2. Barber, R. F., Candes, E., and Patterson, E. (2015), “Knockoff filter for Matlab,” http://web.stanford.edu/candes/Knockoffs/package_matlab.html.

3. Square-root lasso: pivotal recovery of sparse signals via conic programming

4. Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing

5. Convex Optimization

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