{"doi":"10.48550/arxiv.2307.04400","title":"ARK: Robust Knockoffs Inference with Coupling","abstract":"We investigate the robustness of the model-X knockoffs framework with respect to the misspecified or estimated feature distribution. We achieve such a goal by theoretically studying the feature selection performance of a practically implemented knockoffs algorithm, which we name as the approximate knockoffs (ARK) procedure, under the measures of the false discovery rate (FDR) and $k$-familywise error rate ($k$-FWER). The approximate knockoffs procedure differs from the model-X knockoffs procedure only in that the former uses the misspecified or estimated feature distribution. A key technique in our theoretical analyses is to couple the approximate knockoffs procedure with the model-X knockoffs procedure so that random variables in these two procedures can be close in realizations. We prove that if such coupled model-X knockoffs procedure exists, the approximate knockoffs procedure can achieve the asymptotic FDR or $k$-FWER control at the target level. We showcase three specific constructions of such coupled model-X knockoff variables, verifying their existence and justifying the robustness of the model-X knockoffs framework. Additionally, we formally connect our concept of knockoff variable coupling to a type of Wasserstein distance.","journal":"arXiv (Cornell University)","year":2023,"id":409464,"datarank":0.0,"base_score":0.0,"endowment":0.0,"self_citation_contribution":0.0,"citation_network_contribution":0.0,"self_endowment_contribution":0.0,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":0,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.9598,"is_data_producer":false,"deposit_databanks":null,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2023-01-01","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":976718,"name":"Lan Gao","orcid":"0000-0001-5637-9417","position":1,"is_corresponding":false},{"id":976719,"name":"Jinchi Lv","orcid":"0000-0002-5881-9591","position":2,"is_corresponding":false},{"id":519177,"name":"Yingying Fan","orcid":"0000-0003-1726-4654","position":0,"is_corresponding":true}],"reference_count":0,"raw_metadata":null,"created_at":"2026-07-19T01:21:27.199694Z","pmid":null,"pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}