Related papers: A simple forward selection procedure based on fals…
Several classical methods exist for controlling the false discovery exceedance (FDX) for large scale multiple testing problems, among them the Lehmann-Romano procedure ([LR] below) and the Guo-Romano procedure ([GR] below). While these two…
Voxel-based multiple testing is widely used in neuroimaging data analysis. Traditional false discovery rate (FDR) control methods often ignore the spatial dependence among the voxel-based tests and thus suffer from substantial loss of…
With the development of data collection techniques, analysis with a survival response and high-dimensional covariates has become routine. Here we consider an interaction model, which includes a set of low-dimensional covariates, a set of…
The false discovery proportion (FDP) is a convenient way to account for false positives when a large number $m$ of tests are performed simultaneously. Romano and Wolf [Ann. Statist. 35 (2007) 1378-1408] have proposed a general principle…
In many scientific applications, hypotheses are generated and tested continuously in a stream. We develop a framework for improving online multiple testing procedures with false discovery rate (FDR) control under arbitrary dependence. Our…
This paper proposes novel inferential procedures for discovering the network Granger causality in high-dimensional vector autoregressive models. In particular, we mainly offer two multiple testing procedures designed to control the false…
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…
The false discovery rate (FDR) and the false non-discovery rate (FNR), defined as the expected false discovery proportion (FDP) and the false non-discovery proportion (FNP), are the most popular benchmarks for multiple testing. Despite the…
We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…
The False Discovery Rate (FDR) is a commonly used type I error rate in multiple testing problems. It is defined as the expected False Discovery Proportion (FDP), that is, the expected fraction of false positives among rejected hypotheses.…
There is a challenge in selecting high-dimensional mediators when the mediators have complex correlation structures and interactions. In this work, we frame the high-dimensional mediator selection problem into a series of hypothesis tests…
In bandit multiple hypothesis testing, each arm corresponds to a different null hypothesis that we wish to test, and the goal is to design adaptive algorithms that correctly identify large set of interesting arms (true discoveries), while…
This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289-300]. We develop a framework in which the False Discovery Proportion (FDP)--the number of false…
Thanks to its fine balance between model flexibility and interpretability, the nonparametric additive model has been widely used, and variable selection for this type of model has been frequently studied. However, none of the existing…
A/B testing is a core tool for decision-making in business experimentation, particularly in digital platforms and marketplaces. Practitioners often prioritize lift in performance metrics while seeking to control the costs of false…
In this work we study an adaptive step-down procedure for testing $m$ hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical…
Multiple testing with false discovery rate (FDR) control has been widely conducted in the ``discrete paradigm" where p-values have discrete and heterogeneous null distributions. However, in this scenario existing FDR procedures often lose…
Conformal novelty detection is a classical machine learning task for which uncertainty quantification is essential for providing reliable results. Recent work has shown that the BH procedure applied to conformal p-values controls the false…
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…
We show that the control of the false discovery rate (FDR) for a multiple testing procedure is implied by two coupled simple sufficient conditions. The first one, which we call ``self-consistency condition'', concerns the algorithm itself,…