Metropolized Knockoff Sampling
Author:
Affiliation:
1. Department of Statistics, Stanford University , Stanford , CA ;
2. Department of Mathematics and Statistics, Stanford University , Stanford , CA ;
3. Department of Statistics, Harvard University , Cambridge , MA
Funder
Division of Mathematical Sciences
Office of Naval Research
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.2020.1729163
Reference29 articles.
1. Complexity of Finding Embeddings in a k-Tree
2. Controlling the false discovery rate via knockoffs
3. Panning for gold: ‘model‐X’ knockoffs for high dimensional controlled variable selection
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