Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Improving the Stability of the Knockoff Procedure: Multiple Simultaneous
  Knockoffs and Entropy Maximization   The Model-X knockoff procedure has recently emerged as a powerful approach
for feature selection with statistical guarantees. The advantage of knockoff is
that if we have a good model of the features X, then we can identify salient
features without knowing anything about how the outcome Y depends on X. An
important drawback of knockoffs is its instability: running the procedure twice
can result in very different selected features, potentially leading to
different conclusions. Addressing this instability is critical for obtaining
reproducible and robust results. Here we present a generalization of the
knockoff procedure that we call simultaneous multi-knockoffs. We show that
multi-knockoff guarantees false discovery rate (FDR) control, and is
substantially more stable and powerful compared to the standard (single)
knockoff. Moreover we propose a new algorithm based on entropy maximization for
generating Gaussian multi-knockoffs. We validate the improved stability and
power of multi-knockoffs in systematic experiments. We also illustrate how
multi-knockoffs can improve the accuracy of detecting genetic mutations that
are causally linked to phenotypes.

4
The categories of this paper are: cond-mat
30
The categories of this paper are: q-alg
7
The categories of this paper are: hep-th
36
The categories of this paper are: cmp-lg
0
The categories of this paper are: hep-ph
22
The categories of this paper are: chao-dyn
8
The categories of this paper are: hep-ex
33
The categories of this paper are: plasm-ph
19
The categories of this paper are: eess
21
The categories of this paper are: adap-org
26
The categories of this paper are: bayes-an
15
The categories of this paper are: nucl-ex
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The categories of this paper are: astro-ph
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The categories of this paper are: math
17
The categories of this paper are: q-fin
35
The categories of this paper are: mtrl-th