Abstract Model-X knockoffs [Candes et al., 2018] is a recent statistical framework that allows scientists to discover true effects while controlling the false discovery rate (FDR) with finite …
BB Chu, J Gu, Z Chen, T Morrison, E Candes, Z He… - pdfs.semanticscholar.org
Here, we fill in algorithmic details for the general coordinate descent algorithm featured in Section 3 of the main paper. Details for PCA updates are provided in section S2. A summary …