Improving the Stability of the Knockoff Procedure: Multiple Simultaneous Knockoffs and Entropy Maximization

Jaime Roquero Gimenez, James Y. Zou. Improving the Stability of the Knockoff Procedure: Multiple Simultaneous Knockoffs and Entropy Maximization. In Kamalika Chaudhuri, Masashi Sugiyama, editors, The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan. Volume 89 of Proceedings of Machine Learning Research, pages 2184-2192, PMLR, 2019. [doi]

Abstract

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