Power analysis of knockoff filters for correlated designs

© 2019 Neural information processing systems foundation. All rights reserved. The knockoff filter introduced by Barber and Candès 2016 is an elegant framework for controlling the false discovery rate in variable selection. While empirical results indicate that this methodology is not too conservati...

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Bibliographic Details
Main Authors: Liu, Jingbo (Author), Rigollet, Philippe (Author)
Other Authors: Massachusetts Institute of Technology. Institute for Data, Systems, and Society (Contributor), Massachusetts Institute of Technology. Department of Mathematics (Contributor)
Format: Article
Language:English
Published: 2021-12-14T15:11:54Z.
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