The knockoff filter, recently developed by Barber and Candes, is an effective procedure to perform variable selection with a controlled false discovery rate (FDR). We propose a private version of the knockoff filter by incorporating Gaussian and Laplace mechanisms, and show that variable selection with controlled FDR can be achieved. Simulations demonstrate that our setting has reasonable statistical power.

翻译：由Barber和Candes最近开发的淘汰过滤器是一种有效的程序,用受控的虚假发现率(FDR)来进行变量选择。 我们建议采用Gaussian和Laplace机制的私人版本的淘汰过滤器,并表明可以实现受控FDR的变量选择。 模拟显示我们的设置具有合理的统计能力。