Construct · 1 fields · 1 citations

knockoff filter: a standalone construct

One name. One construct. A landmark on the map.

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Statistics

a variable-selection method that builds fake copies of predictors mimicking their correlation structure and uses them as controls to hold the false discovery rate.

In statistics, knockoff filter refers to a variable-selection method that builds fake copies of predictors mimicking their correlation structure and uses them as controls to hold the false discovery rate. This meaning comes from Barber (2015) in The Annals of Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

correlation4 fields · 4 citationsjingle · one word, four constructs false discovery rate1 fields · 3 citationsanchor · a standalone construct filter3 fields · 3 citationsjingle · one word, three constructs

References

Barber, R. F., & Candès, E. J. (2015). Controlling the false discovery rate via knockoffs. The Annals of Statistics, 43(5), 2055-2085. https://doi.org/10.1214/15-aos1337

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