Panning for gold: ‘model‐X’ knockoffs for high dimensional controlled variable selection
نویسندگان
چکیده
منابع مشابه
PANNING FOR GOLD: MODEL-FREE KNOCKOFFS FOR HIGH-DIMENSIONAL CONTROLLED VARIABLE SELECTION By
A common problem in modern statistical applications is to select, from a large set of candidates, a subset of variables which are important for determining an outcome of interest. For instance, the outcome may be disease status and the variables may be hundreds of thousands of single nucleotide polymorphisms on the genome. For data coming from low-dimensional (n ≥ p) linear homoscedastic models...
متن کاملPanning for Gold: Model-free Knockoffs for High-dimensional Controlled Variable Selection
A common problem in modern statistical applications is to select, from a large set of candidates, a subset of variables which are important for determining an outcome of interest. For instance, the outcome may be disease status and the variables may be hundreds of thousands of single nucleotide polymorphisms on the genome. For data coming from low-dimensional (n ≥ p) linear homoscedastic models...
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Many contemporary large-scale applications involve building interpretable models linking a large set of potential covariates to a response in a nonlinear fashion, such as when the response is binary. Although this modeling problem has been extensively studied, it remains unclear how to effectively control the fraction of false discoveries even in high-dimensional logistic regression, not to men...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2018
ISSN: 1369-7412,1467-9868
DOI: 10.1111/rssb.12265