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stat.ME2022
Asymptotically Optimal Knockoff Statistics via the Masked Likelihood Ratio
Asher Spector, William Fithian
In feature selection problems, knockoffs are synthetic controls for the original features. Employing knockoffs allows analysts to use nearly any variable importance measure or "fea…
stat.ME2022
Controlled Discovery and Localization of Signals via Bayesian Linear Programming
Asher Spector, Lucas Janson
Scientists often must simultaneously localize and discover signals. For instance, in genetic fine-mapping, high correlations between nearby genetic variants make it hard to identif…