Corpus ID: 210859474

Knockoffs with Side Information

@inproceedings{Ren2020KnockoffsWS,
  title={Knockoffs with Side Information},
  author={Zhimei Ren and Emmanuel J. Cand{\`e}s},
  year={2020}
}
  • Zhimei Ren, Emmanuel J. Candès
  • Published 2020
  • Mathematics
  • We consider the problem of assessing the importance of multiple variables or factors from a dataset when side information is available. In principle, using side information can allow the statistician to pay attention to variables with a greater potential, which in turn, may lead to more discoveries. We introduce an adaptive knockoff filter, which generalizes the knockoff procedure (Barber and Cand\`es, 2015; Cand\`es et al., 2018) in that it uses both the data at hand and side information to… CONTINUE READING

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