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Document type:
Masterarbeit
Author(s):
Tom Müller
Title:
Knockoffs based on high-dimensional mixed graphical models
Abstract:
In this thesis, we develop the combination of two concepts. The first one, the Model-X Framework is a set of results and algorithms related to variable selection in the supervised setting. By shifting the burden of assumptions from the response to the covariables, it guarantees finite sample False Discovery Rate (FDR) control in the high-dimensional case. The second coverage is the theory of conditional Gaussian distributions which serve as statistical models for associations between variables,...     »
Subject:
MAT Mathematik
DDC:
510 Mathematik
Advisor:
Mathias Drton
Date of acceptation:
30.09.2020
Year:
2020
Quarter:
3. Quartal
Year / month:
2020-09
Month:
Sep
Pages:
74
Language:
en
University:
Technische Universität München
Faculty:
Fakultät für Mathematik
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX