4 problems

The paper studies approximate knockoffs generated by matching the first two moments of covariates, with dimension $p$ and sample size $n$. In the heavy-tailed setting, the theory r…

General Gaussian coupling conjecture. For more general ${\bf \Omega}$ and $\widehat{{\bf \Omega}}$, the coupling measure used to generate the approximate and perfect knockoff varia…

Consistent-association conjecture. The most informative associations are those which can be consistently reproduced under different environments.

The knockoff procedure is applied to high-dimensional controlled variable selection, with covariates potentially modeled or clustered and a statistic used to identify discoveries w…