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Controlling the false discovery rate in transformational sparsity: Split Knockoffs

Cao, Y; Sun, XW; Yao, Y

Yao, Y (通讯作者),Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Clear Water Bay, Hong Kong, Peoples R China.;Sun, XW (通讯作者),Fudan Univ, Sch Data Sci, Handan Rd, Shanghai 200433, Peoples R China.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2023; ():

Abstract

Controlling the False Discovery Rate (FDR) in a variable selection procedure is critical for reproducible discoveries, and it has been extensively stu......

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