Derandomised knockoffs: leveraging e-values for false discovery rate control
Author:
Affiliation:
1. Department of Statistics and Data Science, Wharton School, University of Pennsylvania , Philadelphia, PA , USA
2. Department of Statistics, University of Chicago , Chicago, IL , USA
Abstract
Funder
Office of Naval Research
National Science Foundation
Publisher
Oxford University Press (OUP)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://academic.oup.com/jrsssb/advance-article-pdf/doi/10.1093/jrsssb/qkad085/54131467/qkad085.pdf
Reference29 articles.
1. Controlling the false discovery rate via knockoffs;Barber;The Annals of Statistics,2015
2. Robust inference with knockoffs;Barber;The Annals of Statistics,2020
3. Metropolized knockoff sampling;Bates;Journal of the American Statistical Association,2021
4. Controlling the false discovery rate: A practical and powerful approach to multiple testing;Benjamini;Journal of the Royal Statistical Society: Series B (Methodological),1995
5. Panning for gold: ‘Model-x’ knockoffs for high dimensional controlled variable selection;Candès;Journal of the Royal Statistical Society: Series B (Statistical Methodology),2018
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