Panning for gold: ‘model-X’ knockoffs for high dimensional controlled variable selection

Many contemporary large-scale applications involve building interpretable models linking a large set of potential covariates to a response in a non-linear fashion, such as when the response is binary. Although this modelling problem has been extensively studied, it remains unclear how to control the...

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Bibliographic Details
Published in:Journal of the Royal Statistical Society. Series B, Statistical methodology Statistical methodology, 2018-06, Vol.80 (3), p.551-577
Main Authors: Candès, Emmanuel, Fan, Yingying, Janson, Lucas, Lv, Jinchi
Format: Article
Language:English
Subjects:
case-control studies
Competitors
Computer simulation
Crohn disease
Crohn's Disease
Discovery
Disease control
equations
False discovery rate
Generalized linear models
Genomewide association study
Gold
Inference
Innovations
Knockoff filter
Linear analysis
linear models
Logistic regression
Markov blanket
nonlinear models
Power
Regression analysis
Statistical methods
Statistics
Testing for conditional independence in non‐linear models
United Kingdom
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