Related papers: Monotone false discovery rate
This article proposes novel rules for false discovery rate control (FDRC) geared towards online anomaly detection in time series. Online FDRC rules allow to control the properties of a sequence of statistical tests. In the context of…
We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…
We consider the nonparametric regression problem with multiple predictors and an additive error, where the regression function is assumed to be coordinatewise nondecreasing. We propose a Bayesian approach to make an inference on the…
How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted…
Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If claim sizes are heavy-tailed, then such evaluations are challenging. To overcome this, an attractive way is to approximate the claim sizes…
Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting an array in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric for…
Real-world datasets usually are class-imbalanced and corrupted by label noise. To solve the joint issue of long-tailed distribution and label noise, most previous works usually aim to design a noise detector to distinguish the noisy and…
To identify statistically significant conclusions, it is proposed to simultaneously test hypotheses and alternatives. It is shown that, under the condition of free combination of hypotheses and alternatives, the closure method leads to…
Top monotonicity is a relaxation of various well-known domain restrictions such as single-peaked and single-crossing for which negative impossibility results are circumvented and for which the median-voter theorem still holds. We examine…
Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…
Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…
Many applications, including rank aggregation, crowd-labeling, and graphon estimation, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and/or columns. We consider the problem of estimating…
Results on the false discovery rate (FDR) and the false nondiscovery rate (FNR) are developed for single-step multiple testing procedures. In addition to verifying desirable properties of FDR and FNR as measures of error rates, these…
Online testing procedures aim to control the extent of false discoveries over a sequence of hypothesis tests, allowing for the possibility that early-stage test results influence the choice of hypotheses to be tested in later stages.…
We propose two estimators of a monotone spectral density, that are based on the periodogram. These are the isotonic regression of the periodogram and the isotonic regression of the log-periodogram. We derive pointwise limit distribution…
Modern scientific technology has provided a new class of large-scale simultaneous inference problems, with thousands of hypothesis tests to consider at the same time. Microarrays epitomize this type of technology, but similar situations…
Maximal monotonicity is explored as a generalization of the linear theory of passivity, aiming at an algorithmic input/output analysis of physical models. The theory is developed for maximal monotone one-port circuits, formed by the series…
Modern statisticians are often presented with hundreds or thousands of hypothesis testing problems to evaluate at the same time, generated from new scientific technologies such as microarrays, medical and satellite imaging devices, or flow…
Multiple comparisons in hypothesis testing often encounter structural constraints in various applications. For instance, in structural Magnetic Resonance Imaging for Alzheimer's Disease, the focus extends beyond examining atrophic brain…
The symbol error rate of the minimum distance detector for an arbitrary multi-dimensional constellation impaired by additive white Gaussian noise is characterized as the product of a completely monotone function with a non-negative power of…