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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…
Recent tools for interactive data exploration significantly increase the chance that users make false discoveries. The crux is that these tools implicitly allow the user to test a large body of different hypotheses with just a few clicks…
False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or 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 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…
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 possible…
Online multiple hypothesis testing has attracted a lot of attention in many applications, e.g., anomaly status detection and stock market price monitoring. The state-of-the-art generalized $\alpha$-investing (GAI) algorithms can 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…
Database normalization is the one of main principles for designing relational databases. The benefits of normalization can be observed through improving data quality and performance, among the other qualities. We explore a new context of…
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 present a novel necessary and sufficient principle for multiple testing methods controlling an expected loss. This principle asserts that every such multiple testing method is a special case of a general closed testing procedure based on…
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…
Differentially private multiple testing procedures can protect the information of individuals used in hypothesis tests while guaranteeing a small fraction of false discoveries. In this paper, we propose a differentially private adaptive FDR…
This paper continues the line of research initiated in Liu et. al. (2016) on developing a novel framework for multiple testing of hypotheses grouped in a one-way classified form using hypothesis-specific local false discovery rates…
Despite the popularity of the false discovery rate (FDR) as an error control metric for large-scale multiple testing, its close Bayesian counterpart the local false discovery rate (lfdr), defined as the posterior probability that a…
We provide the first differentially private algorithms for controlling the false discovery rate (FDR) in multiple hypothesis testing, with essentially no loss in power under certain conditions. Our general approach is to adapt a well-known…
The false discovery rate (FDR) and false nondiscovery rate (FNDR) have received considerable attention in the literature on multiple testing. These performance measures are also appropriate for classification, and in this work we develop…
Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about…
Complex large-scale studies, such as those related to microarray data and fMRI studies, often involve testing multiple hierarchically ordered hypotheses. However, most existing false discovery rate (FDR) controlling procedures do not…
Differential privacy provides a rigorous framework for privacy-preserving data analysis. This paper proposes the first differentially private procedure for controlling the false discovery rate (FDR) in multiple hypothesis testing. Inspired…