WebDec 12, 2024 · ROBUST INFERENCE. \it Elvezio Ronchetti [1] Professor, Department of Econometrics. University of Geneva, CH-1211 Geneva, Switzerland. The primary goal of robust statistics is the development of procedures which are still reliable and reasonably efficient under small deviations from the model, i.e. when the underlying distribution lies … WebThis model selection procedure operates by constructing “knockoff copies” of each of the p p features, which are then used as a control group to ensure that the model selection …
Bayesian Knockoff Generators for Robust Inference Under
WebPerformance in terms of false discovery rate, FDR, and power of the multi-environment knockoff filter, MEKF, implemented with joint and separate statistics, compared with the intersection and pooled heuristics for consistent conditional testing on simulated data from many environments, applied to (a) data in which most conditional associations are … WebIn this paper, we provide theoretical foundations on the power and robustness for the model-X knockoffs procedure introduced recently in … RANK: Large-Scale Inference with Graphical Nonlinear Knockoffs J Am Stat Assoc. 2024;115(529):362-379. doi: 10.1080/01621459.2024.1546589. Epub 2024 Apr 11. Authors ... rejet agave americana
Robust inference with knockoffs Papers With Code
WebMar 1, 2024 · This paper introduces techniques for knockoff generation in great generality: we provide a sequential characterization of all possible knockoff distributions, which leads to a Metropolis-Hastingsformulation of an exact knockoff sampler. We further show how to use conditional independence structure to speed up computations. Webknockoff filter scheme, called Error-based Knockoffs Infer-ence (E-Knockoff), for controlled feature selection based on the error-based feature statistics. The main contributions of this paper are summarized as below: • Error-based knockoffs inference. Our model integrates the knockoff features (Candes et al. 2024), the error-` WebJun 28, 2024 · Robust inference with knockoffs. Article. Jan 2024; ANN STAT; Richard J. Samworth; Rina Foygel Barber; Emmanuel J. Candès; We consider the variable selection problem, which seeks to identify ... east gate skopje prodavnici