Related papers: False discovery rate regression: an application to…
Effectively controlling the false discovery rate (FDR) in high-dimensional variable selection is a fundamental statistical problem that has garnered significant research interest. In this paper, we propose a novel, user-friendly, and…
In large scale multiple testing, the use of an empirical null distribution rather than the theoretical null distribution can be critical for correct inference. This paper proposes a ``mode matching'' method for fitting an empirical null…
Large-scale multiple testing with highly correlated test statistics arises frequently in many scientific research. Incorporating correlation information in estimating false discovery proportion has attracted increasing attention in recent…
In recent years, multiple hypothesis testing has come to the forefront of statistical research, ostensibly in relation to applications in genomics and some other emerging fields. The false discovery rate (FDR) and its variants provide very…
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…
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…
High-dimensional sparse generalized linear models (GLMs) have emerged in the setting that the number of samples and the dimension of variables are large, and even the dimension of variables grows faster than the number of samples. False…
Fast multiple change-point segmentation methods, which additionally provide faithful statistical statements on the number, locations and sizes of the segments, have recently received great attention. In this paper, we propose a multiscale…
A systematic multiple hypothesis testing approach is applied to the search for astrophysical sources of high energy neutrinos. The method is based on the maximisation of the detection power maintaining the control of the confidence level of…
When testing multiple hypotheses, a suitable error rate should be controlled even in exploratory trials. Conventional methods to control the False Discovery Rate (FDR) assume that all p-values are available at the time point of test…
In modern scientific experiments, we frequently encounter data that have large dimensions, and in some experiments, such high dimensional data arrive sequentially rather than full data being available all at a time. We develop multiple…
Algorithms that ensure reproducible findings from large-scale, high-dimensional data are pivotal in numerous signal processing applications. In recent years, multivariate false discovery rate (FDR) controlling methods have emerged,…
Controlling the False Discovery Rate (FDR) in a variable selection procedure is critical for reproducible discoveries, and it has been extensively studied in sparse linear models. However, it remains largely open in scenarios where the…
We develop a flexible feature selection framework based on deep neural networks that approximately controls the false discovery rate (FDR), a measure of Type-I error. The method applies to architectures whose first layer is fully connected.…
We consider the problem of identifying whether findings replicate from one study of high dimension to another, when the primary study guides the selection of hypotheses to be examined in the follow-up study as well as when there is no…
We consider the problem of asynchronous online testing, aimed at providing control of the false discovery rate (FDR) during a continual stream of data collection and testing, where each test may be a sequential test that can start and stop…
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…
This paper develops a framework for testing for associations in a possibly high-dimensional linear model where the number of features/variables may far exceed the number of observational units. In this framework, the observations are split…
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.…
In many large scale multiple testing applications, the hypotheses often have a known graphical structure, such as gene ontology in gene expression data. Exploiting this graphical structure in multiple testing procedures can improve power as…