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.

中文翻译：

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通过仿冒过滤器进行差异化私有变量选择

最近由 Barber 和 Candes 开发的仿冒过滤器是一种以受控错误发现率 (FDR) 执行变量选择的有效程序。我们通过结合高斯和拉普拉斯机制提出了仿冒滤波器的私有版本，并表明可以实现具有受控 FDR 的变量选择。模拟表明我们的设置具有合理的统计能力。