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Power analysis of knockoff filters for correlated designs

NeurIPS 2019 · Learning theory and algorithms › Matrix and tensor methods · approach: High-dimensional estimation theory · 6 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use CI-knockoff instead of Equi-knockoffKnockoff filter · Binary tree, equal correlationspowerNo clear effect
Use CI-knockoff instead of Equi-knockoffKnockoff filter · Markov chain, random correlationspowerHelped
Use CI-knockoff instead of Equi-knockoffKnockoff filter · Markov chain, random correlationsscaled ESD (LP distance): 0.9995 -> 0.1075Helped
Use CI-knockoff instead of Equi-knockoffKnockoff filter · Binary tree, equal correlationsscaled ESD (LP distance): 0.501 -> 0.002Helped

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