Related papers: Controlling the false discovery rate via knockoffs
The probability of false discovery proportion (FDP) exceeding $\gamma\in[0,1)$, defined as $\gamma$-FDP, has received much attention as a measure of false discoveries in multiple testing. Although this measure has received acceptance due to…
Genomic data are subject to various sources of confounding, such as demographic variables, biological heterogeneity, and batch effects. To identify genomic features associated with a variable of interest in the presence of confounders, the…
This paper explores the intrinsic connections between the Bayesian false discovery rate (FDR) control procedures and their counterpart of frequentist procedures. We attempt to offer a unified view of FDR control within and beyond the…
Most link prediction methods return estimates of the connection probability of missing edges in a graph. Such output can be used to rank the missing edges from most to least likely to be a true edge, but does not directly provide a…
In the high dimensional regression analysis when the number of predictors is much larger than the sample size, an important question is to select the important variable which are relevant to the response variable of interest. Variable…
The traditional framework for feature selection treats all features as costing the same amount. However, in reality, a scientist often has considerable discretion regarding which variables to measure, and the decision involves a tradeoff…
While traditional multiple testing procedures prohibit adaptive analysis choices made by users, Goeman and Solari (2011) proposed a simultaneous inference framework that allows users such flexibility while preserving high-probability bounds…
Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses $\mathcal{H}(n) = (H_1,\dotsc, H_n)$, Benjamini and Hochberg introduced the false discovery…
The popularity of penalized regression in high-dimensional data analysis has led to a demand for new inferential tools for these models. False discovery rate control is widely used in high-dimensional hypothesis testing, but has only…
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…
We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…
In many applications of multiple hypothesis testing where more than one false rejection can be tolerated, procedures controlling error rates measuring at least $k$ false rejections, instead of at least one, for some fixed $k\ge 1$ can…
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…
Variable selection plays a crucial role in enhancing modeling effectiveness across diverse fields, addressing the challenges posed by high-dimensional datasets of correlated variables. This work introduces a novel approach namely Knockoff…
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.…
In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…
The genetic basis of multiple phenotypes such as gene expression, metabolite levels, or imaging features is often investigated by testing a large collection of hypotheses, probing the existence of association between each of the traits and…
Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate in multiple testing problems, and proposed a procedure to control the FDR. For discrete data this procedure may be highly…
We extend the knockoffs method for selecting predictors to clustered data (cross-sectional or repeated measures). In the setting of clustered data, variable selection is complex because some predictors are measured at the observation level…
Recent discoveries suggest that our gut microbiome plays an important role in our health and wellbeing. However, the gut microbiome data are intricate; for example, the microbial diversity in the gut makes the data high-dimensional. While…