IPAD: Stable Interpretable Forecasting with Knockoffs Inference

IPAD: Stable Interpretable Forecasting with Knockoffs Inference

6 September 2018

Mahrad Sharifvaghefi

Yoshimasa Uematsu

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Papers citing "IPAD: Stable Interpretable Forecasting with Knockoffs Inference"

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Title
Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance Yilin Zhang Songshan Yang Y. Wu Lan Wang 99 0 0 19 Nov 2024
Stability of a Generalized Debiased Lasso with Applications to Resampling-Based Variable Selection Jingbo Liu 73 0 0 05 May 2024
DeepLINK-T: deep learning inference for time series data using knockoffs and LSTM Wenxuan Zuo Zifan Zhu Yuxuan Du Yi-Chun Yeh J. Fuhrman Jinchi Lv Yingying Fan Fengzhu Sun AI4TS BDL 54 1 0 05 Apr 2024
Reconciling model-X and doubly robust approaches to conditional independence testing Ziang Niu Abhinav Chakraborty O. Dukes Eugene Katsevich 72 7 0 27 Nov 2022
Error-based Knockoffs Inference for Controlled Feature Selection Xuebin Zhao Hao Chen Yingjie Wang Weifu Li Tieliang Gong Yulong Wang Feng Zheng 100 1 0 09 Mar 2022
Variable Selection with the Knockoffs: Composite Null Hypotheses Mehrdad Pournaderi Yu Xiang 79 1 0 06 Mar 2022
High-Dimensional Knockoffs Inference for Time Series Data Chien-Ming Chi Yingying Fan C. Ing Jinchi Lv AI4TS 101 6 0 18 Dec 2021
Differentially Private Variable Selection via the Knockoff Filter Mehrdad Pournaderi Yu Xiang 68 2 0 12 Sep 2021
Searching for consistent associations with a multi-environment knockoff filter Shuangning Li Matteo Sesia Yaniv Romano Emmanuel Candès C. Sabatti 78 13 0 08 Jun 2021
A Power Analysis of the Conditional Randomization Test and Knockoffs Wenshuo Wang Lucas Janson 56 10 0 05 Oct 2020
Interpretable Classification of Bacterial Raman Spectra with Knockoff Wavelets Charmaine Chia Matteo Sesia Chi-Sing Ho S. Jeffrey J. Dionne Emmanuel J. Candès R. Howe 57 6 0 08 Jun 2020
Deep-gKnock: nonlinear group-feature selection with deep neural network G. Zhu Tingting Zhao 59 13 0 24 May 2019
Asymptotic Theory of Eigenvectors for Random Matrices with Diverging Spikes Jianqing Fan Yingying Fan Xiao Han Jinchi Lv 70 18 0 19 Feb 2019
Deep Knockoffs Yaniv Romano Matteo Sesia Emmanuel J. Candès BDL 86 143 0 16 Nov 2018