Preprint
Aug 2026
Response-guided knockoffs for directional FDR control in linear models
We consider the problem of feature selection in linear models with finite-sample control of the false discovery rate (FDR). While existing knockoff-based methods control the directional FDR, which penalises incorrect sign estimates, they do not target discoveries in a pre-specified direction, and their knockoff constru...
Jack Freestone, Garth Tarr, Samuel Muller et al.
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