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Multi-environment Knockoff Filter

This repository contains the code to reproduce the numerical results in our paper: Searching for consistent associations with a multi-environment knockoff filter.

https://arxiv.org/abs/2106.04118

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  • MEKF/: contains the main functions that implement the multi-environment knockoff filter for consistency testing, partial consistency testing and transfer learning.
  • examples/: contains examples that demonstrate the usage of the functions.
  • experiments/: contains the code to reproduce the numerical results in our paper.
  • results_ukb/: contains list of consistent discoveries for UK Biobank phenotypes, at different levels of resolution.

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