Deep knockoffs

Y Romano, M Sesia, E Candès - Journal of the American Statistical …, 2020 - Taylor & Francis
This article introduces a machine for sampling approximate model-X knockoffs for arbitrary
and unspecified data distributions using deep generative models. The main idea is to …

Metropolized knockoff sampling

S Bates, E Candès, L Janson… - Journal of the American …, 2021 - Taylor & Francis
Abstract Model-X knockoffs is a wrapper that transforms essentially any feature importance
measure into a variable selection algorithm, which discovers true effects while rigorously …

DeepLINK: Deep learning inference using knockoffs with applications to genomics

Z Zhu, Y Fan, Y Kong, J Lv, F Sun - … of the National Academy of Sciences, 2021 - pnas.org
We propose a deep learning–based knockoffs inference framework, DeepLINK, that
guarantees the false discovery rate (FDR) control in high-dimensional settings. DeepLINK is …

Searching for robust associations with a multi-environment knockoff filter

S Li, M Sesia, Y Romano, E Candes, C Sabatti - Biometrika, 2022 - academic.oup.com
In this article we develop a method based on model-X knockoffs to find conditional
associations that are consistent across environments, while controlling the false discovery …

Threshold selection in feature screening for error rate control

X Guo, H Ren, C Zou, R Li - Journal of the American Statistical …, 2023 - Taylor & Francis
Hard thresholding rule is commonly adopted in feature screening procedures to screen out
unimportant predictors for ultrahigh-dimensional data. However, different thresholds are …

Asymptotic theory of eigenvectors for random matrices with diverging spikes

J Fan, Y Fan, X Han, J Lv - Journal of the American Statistical …, 2022 - Taylor & Francis
Characterizing the asymptotic distributions of eigenvectors for large random matrices poses
important challenges yet can provide useful insights into a range of statistical applications …

ARK: Robust knockoffs inference with coupling

Y Fan, L Gao, J Lv - arxiv preprint arxiv:2307.04400, 2023 - arxiv.org
We investigate the robustness of the model-X knockoffs framework with respect to the
misspecified or estimated feature distribution. We achieve such a goal by theoretically …

Reconciling model-X and doubly robust approaches to conditional independence testing

Z Niu, A Chakraborty, O Dukes… - The Annals of …, 2024 - projecteuclid.org
Reconciling model-X and doubly robust approaches to conditional independence testing Page
1 The Annals of Statistics 2024, Vol. 52, No. 3, 895–921 https://doi.org/10.1214/24-AOS2372 © …

Reprint: statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic

X Guo, R Li, J Liu, M Zeng - Journal of Econometrics, 2024 - Elsevier
Mediation analysis draws increasing attention in many research areas such as economics,
finance and social sciences. In this paper, we propose new statistical inference procedures …

A high-dimensional power analysis of the conditional randomization test and knockoffs

W Wang, L Janson - Biometrika, 2022 - academic.oup.com
In many scientific applications, researchers aim to relate a response variable to a set of
potential explanatory variables, and start by trying to identify variables that contribute to this …