Related papers: Two simple sufficient conditions for FDR control
Controlling False Discovery Rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring metrics…
Efforts to develop more efficient multiple hypothesis testing procedures for false discovery rate (FDR) control have focused on incorporating an estimate of the proportion of true null hypotheses (such procedures are called adaptive) or…
In high dimensional variable selection problems, statisticians often seek to design multiple testing procedures that control the False Discovery Rate (FDR), while concurrently identifying a greater number of relevant variables. Model-X…
Recently, Barber and Cand\`es laid the theoretical foundation for a general framework for false discovery rate (FDR) control based on the notion of "knockoffs." A closely related FDR control methodology has long been employed in the…
We present a novel necessary and sufficient principle for False Discovery Rate (FDR) control. This e-Partitioning Principle says that a procedure controls FDR if and only if it is a special case of a general e-Partitioning procedure. By…
As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses…
Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample…
Barber and Cand\`es (2015) control of the FDR in feature selection relies on estimating the FDR by the number of knockoff wins +1 divided by the number of original wins. We study the necessity of the +1 in general settings.
Genomic data are subject to various sources of confounding, such as demographic variables, biological heterogeneity, and batch effects. To identify genomic features associated with a variable of interest in the presence of confounders, the…
Testing for differences in features between clusters in various applications often leads to inflated false positives when practitioners use the same dataset to identify clusters and then test features, an issue commonly known as ``double…
We consider problems where many, somewhat redundant, hypotheses are tested and we are interested in reporting the most precise rejections, with false discovery rate (FDR) control. This is the case, for example, when researchers are…
Public data repositories have enabled researchers to compare results across multiple genomic studies in order to replicate findings. A common approach is to first rank genes according to an hypothesis of interest within each study. Then,…
The topic of multiple hypotheses testing now has a potpourri of novel theories and ubiquitous applications in diverse scientific fields. However, the universal utility of this field often hinders the possibility of having a generalized…
We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis $H_i$ we observe both a p-value $p_i$ and some predictor $x_i$ encoding contextual information about the hypothesis. For large-scale…
In online multiple testing, an a priori unknown number of hypotheses are tested sequentially, i.e. at each time point a test decision for the current hypothesis has to be made using only the data available so far. Although many powerful…
False discovery rate (FDR) is commonly used for correction for multiple testing in neuroimaging studies. However, when using two-tailed tests, making directional inferences about the results can lead to a vastly inflated error rate, even…
Efron's two-group model is widely used in large scale multiple testing. This model assumes that test statistics are mutually independent, however in realistic settings they are typically dependent, and taking the dependence into account can…
We consider controlling the false discovery rate for testing many time series with an unknown cross-sectional correlation structure. Given a large number of hypotheses, false and missing discoveries can plague an analysis. While many…
Controlling the false discovery rate (FDR) in variable selection becomes challenging when predictors are correlated, as existing methods often exclude all members of correlated groups and consequently perform poorly for prediction. We…
This paper introduces the sequential CRT, which is a variable selection procedure that combines the conditional randomization test (CRT) and Selective SeqStep+. Valid p-values are constructed via the flexible CRT, which are then ordered and…