Generating knockoffs via conditional independence

Emanuela Dreassi, Fabrizio Leisen, Luca Pratelli +1

Let $X$ be a $p$-variate random vector and $\tilde{X}$ a knockoff copy of $X$ (in the sense of \cite{CFJL18}). A new approach for constructing $\tilde{X}$ (henceforth, NA)…