Related papers: Controlling the false discovery rate via knockoffs
Sorted L-One Penalized Estimation (SLOPE) has shown the nice theoretical property as well as empirical behavior recently on the false discovery rate (FDR) control of high-dimensional feature selection by adaptively imposing the…
We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…
We consider the problem of variable selection in regression models. In particular, we are interested in selecting explanatory covariates linked with the response variable and we want to determine which covariates are relevant, that is which…
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…
The Model-X knockoffs is a practical methodology for variable selection, which stands out from other selection strategies since it allows for the control of the false discovery rate (FDR), relying on finite-sample guarantees. In this…
The traditional approaches to false discovery rate (FDR) control in multiple hypothesis testing are usually based on the null distribution of a test statistic. However, all types of null distributions, including the theoretical,…
The false discovery rate (FDR) measures the share of false positives in a set of statistical tests. I develop simple and intuitive bounds on the FDR in cross-sectional predictability publications. The simplest bound requires just a few…
We introduce DiffKnock, a diffusion-based knockoff framework for high-dimensional feature selection with finite-sample false discovery rate (FDR) control. DiffKnock addresses two key limitations of existing knockoff methods: preserving…
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…
The recent paper Cand\`es et al. (2018) introduced model-X knockoffs, a method for variable selection that provably and non-asymptotically controls the false discovery rate with no restrictions or assumptions on the dimensionality of the…
The knockoff-based multiple testing setup of Barber & Candes (2015) for variable selection in multiple regression where sample size is as large as the number of explanatory variables is considered. The method of Benjamini & Hochberg (1995)…
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…
Multiple comparison procedures that control a family-wise error rate or false discovery rate provide an achieved error rate as the adjusted p-value for each hypothesis tested. However, since such p-values are not probabilities that the null…
In multiple hypothesis testing, it is well known that adaptive procedures can enhance power via incorporating information about the number of true nulls present. Under independence, we establish that two adaptive false discovery rate (FDR)…
The simultaneous analysis of many statistical tests is ubiquitous in applications. Perhaps the most popular error rate used for avoiding type one error inflation is the false discovery rate (FDR). However, most theoretical and software…
Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…
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…
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…
Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) with good power. We show that FDR can be…
In a context of multiple hypothesis testing, we provide several new exact calculations related to the false discovery proportion (FDP) of step-up and step-down procedures. For step-up procedures, we show that the number of erroneous…