Related papers: On false discovery control under dependence
Mixed-effect models are flexible tools for researchers in a myriad of fields, but that flexibility comes at the cost of complexity and if users are not careful in how their model is specified, they could be making faulty inferences from…
Cyclic monotone independence is an algebraic notion of noncommutative independence, introduced in the study of multi-matrix random matrix models with small rank. Its algebraic form turns out to be surprisingly close to monotone…
Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…
We analyze different types of simulations that applied researchers can use to assess whether their inference methods reliably control false-positive rates. We show that different assessments involve trade-offs, varying in the types of…
The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…
Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of…
In multiple hypotheses testing it has become widely popular to make inference on the true discovery proportion (TDP) of a set $\mathcal{M}$ of null hypotheses. This approach is useful for several application fields, such as neuroimaging and…
Online testing procedures assume that hypotheses are observed in sequence, and allow the significance thresholds for upcoming tests to depend on the test statistics observed so far. Some of the most popular online methods include alpha…
The problem of testing mutually exclusive hypotheses with dependent test statistics is considered. Bayesian and frequentist approaches to multiplicity control are studied and compared to help gain understanding as to the effect of test…
This paper is concerned with the question of when a theory is refutable with certainty on the basis of sequence of primitive observations. Beginning with the simple definition of falsifiability as the ability to be refuted by some finite…
Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…
Inequalities are key tools to prove FDR control of a multiple test. The present paper studies upper and lower bounds for the FDR under various dependence structures of p-values, namely independence, reverse martingale dependence and…
Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…
Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
New proposals for causal discovery algorithms are typically evaluated using simulations and a few selected real data examples with known data generating mechanisms. However, there does not exist a general guideline for how such evaluation…
In problems such as variable selection and graph estimation, models are characterized by Boolean logical structure such as presence or absence of a variable or an edge. Consequently, false positive error or false negative error can be…
Invariant causal prediction provides a useful framework for identifying causal predictors of a response using heterogeneous data from multiple environments. One valuable property of the original invariant causal prediction method is that it…
Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…
We observe that a simple condition suffices to describes non-forking independence over models in a stable theory. Under mild assumptions, this description can be extended to non-forking independence over algebraically closed subsets,…