1 论文标题 Relaxing the assumptions of knockoffs by conditioning

2 作者信息 Dongming Huang, Lucas Janson

3 出处和链接（比如，NBER working paper No.11000）
Ann. Statist. 48(5): 3021-3042    DOI: 10.1214/19-AOS1920

4 摘要The recent paper Candès et al. (J. R. Stat. Soc. Ser. B. Stat. Methodol. 80 (2018) 551–577) introduced model-X knockoffs, a method for variable selection that provably and nonasymptotically controls the false discovery rate with no restrictions or assumptions on the dimensionality of the data or the conditional distribution of the response given the covariates. The one requirement for the procedure is that the covariate samples are drawn independently and identically from a precisely-known (but arbitrary)