activity
20132023
most citedMetropolized Knockoff Sampling

58 citations · 276 across the 26 of their papers we have counts for

collaborators
Showing stat.MEShow all

13 papers · 1 filter

stat.ME2023

Randomization Tests for Adaptively Collected Data

Yash Nair, Lucas Janson

Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence…

stat.ME2022★ 1 cited

Powerful Partial Conjunction Hypothesis Testing via Conditioning

Biyonka Liang, Lu Zhang, Lucas Janson

A Partial Conjunction Hypothesis (PCH) test combines information across a set of base hypotheses to determine whether some subset is non-null. PCH tests arise in a diverse array of…

stat.ME2022★ 1 cited

Surrogate-based global sensitivity analysis with statistical guarantees via floodgate

Massimo Aufiero, Lucas Janson

Computational models are utilized in many scientific domains to simulate complex systems. Sensitivity analysis is an important practice to aid our understanding of the mechanics of…

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…

stat.ME2022★ 6 cited

Using Machine Learning to Test Causal Hypotheses in Conjoint Analysis

Dae Woong Ham, Kosuke Imai, Lucas Janson

Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other r…

stat.ME2020

Powerful Knockoffs via Minimizing Reconstructability

Asher Spector, Lucas Janson

Model-X knockoffs allows analysts to perform feature selection using almost any machine learning algorithm while still provably controlling the expected proportion of false discove…

stat.ME2020★ 13 cited

Floodgate: inference for model-free variable importance

Lu Zhang, Lucas Janson

Many modern applications seek to understand the relationship between an outcome variable and a covariate in the presence of a (possibly high-dimensional) confounding variab…

stat.ME2020★ 15 cited

Fast and Powerful Conditional Randomization Testing via Distillation

Molei Liu, Eugene Katsevich, Lucas Janson +1

We consider the problem of conditional independence testing: given a response Y and covariates (X,Z), we test the null hypothesis that Y is independent of X given Z. The conditiona…

stat.ME2019

Relaxing the Assumptions of Knockoffs by Conditioning

Dongming Huang, Lucas Janson

The recent paper Candès et al. (2018) introduced model-X knockoffs, a method for variable selection that provably and non-asymptotically controls the false discovery rate with no r…

stat.ME2019★ 58 cited

Metropolized Knockoff Sampling

Stephen Bates, Emmanuel Candès, Lucas Janson +1

Model-X knockoffs is a wrapper that transforms essentially any feature importance measure into a variable selection algorithm, which discovers true effects while rigorously control…

stat.ME2015★ 1 cited

Familywise Error Rate Control via Knockoffs

Lucas Janson, Weijie Su

We present a novel method for controlling the -familywise error rate (-FWER) in the linear regression setting using the knockoffs framework first introduced by Barber and Can…

stat.ME2015★ 4 cited

EigenPrism: Inference for High-Dimensional Signal-to-Noise Ratios

Lucas Janson, Rina Foygel Barber, Emmanuel Candès

Consider the following three important problems in statistical inference, namely, constructing confidence intervals for (1) the error of a high-dimensional () regression estim…

stat.ME2013

A Methodology for Robust Multiproxy Paleoclimate Reconstructions and Modeling of Temperature Conditional Quantiles

Lucas Janson, Bala Rajaratnam

Great strides have been made in the field of reconstructing past temperatures based on models relating temperature to temperature-sensitive paleoclimate proxies. One of the goals o…