Conditional independence testing for variable selection and causal inference

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Abstract/Contents

Abstract
Conditional independence testing is a central statistical topic, and here we report on recent advances leveraging such tests for variable selection and causal inference. First, we consider the generation of model-X knockoffs, developing an efficient sampler for arbitrary graphical models as well as proving a lower bound on the computational complexity of knockoff sampling. Our new knockoff sampler enables the deployment of the principled model-X knockoff framework for variable selection for a wider range of problems. Second, we turn to variable selection with compositional data, developing a penalized fitting procedure and a conditional inference procedure to asses goodness-of-fit. We also briefly discuss the connections between model-X knockoff testing and conditional inference. Lastly, we consider the selection of causal variables in genetics. Using data from parent-offspring trios, we formulate inheritance as a high-dimensional randomized experiment, explain how this corrects for confounders in genome-wide association studies, and develop a set of conditional independence tests compatible with multiple testing procedures to check for causal variants in multiple regions of the genome

Description

Type of resource text
Form electronic resource; remote; computer; online resource
Extent 1 online resource
Place California
Place [Stanford, California]
Publisher [Stanford University]
Copyright date 2020; ©2020
Publication date 2020; 2020
Issuance monographic
Language English

Creators/Contributors

Author Bates, Stephen Douglas
Degree supervisor Candès, Emmanuel J. (Emmanuel Jean)
Thesis advisor Candès, Emmanuel J. (Emmanuel Jean)
Thesis advisor Tibshirani, Robert
Thesis advisor Wager, Stefan
Degree committee member Tibshirani, Robert
Degree committee member Wager, Stefan
Associated with Stanford University, Department of Statistics

Subjects

Genre Theses
Genre Text

Bibliographic information

Statement of responsibility Stephen Douglas Bates
Note Submitted to the Department of Statistics
Thesis Thesis Ph.D. Stanford University 2020
Location electronic resource

Access conditions

Copyright
© 2020 by Stephen Douglas Bates

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