Ontology highlight
ABSTRACT:
SUBMITTER: Sesia M
PROVIDER: S-EPMC6373422 | biostudies-literature | 2019 Mar
REPOSITORIES: biostudies-literature
Sesia M M Sabatti C C Candès E J EJ
Biometrika 20180804 1
Modern scientific studies often require the identification of a subset of explanatory variables. Several statistical methods have been developed to automate this task, and the framework of knockoffs has been proposed as a general solution for variable selection under rigorous Type I error control, without relying on strong modelling assumptions. In this paper, we extend the methodology of knockoffs to problems where the distribution of the covariates can be described by a hidden Markov model. We ...[more]