Differentially Private Model-X Knockoffs via Johnson-Lindenstrauss Transform
通过Johnson–Lindenstrauss变换实现差分隐私Model-X Knockoffs
We introduce a novel privatization framework for high-dimensional controlled variable selection. Our framework enables rigorous False Discovery Rate (FDR) control under differential privacy constraints. While the Model-X knockoff procedure provides FDR guarantees by constructing provably exchangeable ``negative control" features, existing privacy mechanisms like Gaussian noise injection disrupt its core exchangeability conditions. In this work we consider privatizing the…