Related papers: Empirical Bayes methods for controlling the false …
In large scale multiple testing, the use of an empirical null distribution rather than the theoretical null distribution can be critical for correct inference. This paper proposes a ``mode matching'' method for fitting an empirical null…
Multiple hypotheses testing is a core problem in statistical inference and arises in almost every scientific field. Given a sequence of null hypotheses $\mathcal{H}(n) = (H_1,..., H_n)$, Benjamini and Hochberg…
The false discovery rate (FDR) measures the share of false positives in a set of statistical tests. I develop simple and intuitive bounds on the FDR in cross-sectional predictability publications. The simplest bound requires just a few…
The concept of $k$-FWER has received much attention lately as an appropriate error rate for multiple testing when one seeks to control at least $k$ false rejections, for some fixed $k\ge 1$. A less conservative notion, the $k$-FDR, has been…
In many statistical problems the hypotheses are naturally divided into groups, and the investigators are interested to perform group-level inference, possibly along with inference on individual hypotheses. We consider the goal of…
By restricting the possible values of the proportion of null hypotheses that are true, the local false discovery rate (LFDR) can be estimated using as few as one comparison. The proportion of proteins with equivalent abundance was estimated…
Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff…
Multiple tests are designed to test a whole collection of null hypotheses simultaneously. Their quality is often judged by the false discovery rate (FDR), i.e. the expectation of the quotient of the number of false rejections divided by the…
Large-scale hypothesis testing is central to modern science, where controlling the False Discovery Rate (FDR) has become the standard approach to managing false positives across many simultaneous tests. Hypotheses rarely exist in isolation;…
The False Discovery Rate (FDR) method has recently been described by Miller et al (2001), along with several examples of astrophysical applications. FDR is a new statistical procedure due to Benjamini and Hochberg (1995) for controlling the…
In the sparse sequence model, we consider a popular Bayesian multiple testing procedure and investigate for the first time its behaviour from the frequentist point of view. Given a spike-and-slab prior on the high-dimensional sparse unknown…
Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…
The problem of selecting a handful of truly relevant variables in supervised machine learning algorithms is a challenging problem in terms of untestable assumptions that must hold and unavailability of theoretical assurances that selection…
Modern application of A/B tests is challenging due to its large scale in various dimensions, which demands flexibility to deal with multiple testing sequentially. The state-of-the-art practice first reduces the observed data stream to…
In this paper, I apply the decision theory and empirical Bayesian approach to construct confidence intervals for selected populations when true parameters follow a mixture prior distribution. A loss function with two tuning parameters $k_1$…
False discovery rate (FDR) procedures provide misleading inference when testing multiple null hypotheses with heterogeneous multinomial data. For example, in the motivating study the goal is to identify species of bacteria near the roots of…
Multiple testing has been a popular topic in statistical research. Although vast works have been done, controlling the false discoveries remains a challenging task when the corresponding test statistics are dependent. Various methods have…
The highly influential two-group model in testing a large number of statistical hypotheses assumes that the test statistics are drawn independently from a mixture of a high probability null distribution and a low probability alternative.…
Addressing the simultaneous identification of contributory variables while controlling the false discovery rate (FDR) in high-dimensional data is a crucial statistical challenge. In this paper, we propose a novel model-free variable…
We develop a technique to improve the power of any e-value by a simple randomization involving one independent uniform random variable. Using this framework, we show that two procedures for false discovery rate (FDR) control -- the…