Seminars in Statistics

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December 2018

[Academic Events] Matteo Sesia (Stanford) : “New tools for reproducible variable selection with knockoffs”

December 19 @ 11:00 - 13:00

Abstract Model-X knockoffs is a new statistical framework that allows the scientist to investigate the relationship between a response of interest and hundreds or thousands of explanatory variables. In particular, model-X knockoffs can be used to identify a subset of important variables from a larger pool that could potentially explain a phenomenon under study while rigorously controlling the false discovery rate in very complex statistical models. In this talk we will briefly review the fundamentals of knockoffs and their use in two different scenarios. First,…

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