Related papers: False discovery rate smoothing
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…
Businesses frequently run online controlled experiments (i.e., A/B tests) to learn about the effect of an intervention on multiple business metrics. To account for multiple hypothesis testing, multiple metrics are commonly aggregated into a…
Conformal novelty detection is a classical machine learning task for which uncertainty quantification is essential for providing reliable results. Recent work has shown that the BH procedure applied to conformal p-values controls the false…
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…
This paper studies the semi-supervised novelty detection problem where a set of "typical" measurements is available to the researcher. Motivated by recent advances in multiple testing and conformal inference, we propose AdaDetect, a…
Multiple-input multiple-output (MIMO) detection is a fundamental problem in wireless communications and it is strongly NP-hard in general. Massive MIMO has been recognized as a key technology in the fifth generation (5G) and beyond…
When testing a number of statistical hypotheses using data from location families, it is often useful to control the false discovery rate (FDR) not just for hypotheses of the null values but also of other parameter values that are deemed…
We consider a multiple hypothesis testing problem in a sensor network over the joint spatio-temporal domain. The sensor network is modeled as a graph, with each vertex representing a sensor and a signal over time associated with each…
In this paper, we consider a fundamental problem in modern digital communications known as multi-input multi-output (MIMO) detection, which can be formulated as a complex quadratic programming problem subject to unit-modulus and discrete…
In the sparse sequence model, we consider a popular Bayesian multiple testing procedure and investigate for the first time its behaviour from the frequentist point of view. Given a spike-and-slab prior on the high-dimensional sparse unknown…
This paper studies the estimation of high dimensional Gaussian graphical model (GGM). Typically, the existing methods depend on regularization techniques. As a result, it is necessary to choose the regularized parameter. However, the…
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…
In the online multiple testing problem, p-values corresponding to different null hypotheses are observed one by one, and the decision of whether or not to reject the current hypothesis must be made immediately, after which the next p-value…
A numerical method for processing the data of ground penetrating radars for a piece-wise continuous layered medium is proposed. The method combines the layer stripping technique with numerical continuation of data into the complex…
With the rapid development of data collection techniques, complex data objects that are not in the Euclidean space are frequently encountered in new statistical applications. Fr\'echet regression model (Peterson & M\"uller 2019) provides a…
Currently, there is an urgent demand for scalable multivariate and high-dimensional false discovery rate (FDR)-controlling variable selection methods to ensure the repro-ducibility of discoveries. However, among existing methods, only the…
In this paper, a noisy version of the stochastic block model (NSBM) is introduced and we investigate the three following statistical inferences in this model: estimation of the model parameters, clustering of the nodes and identification of…
Genomics biobanks are information treasure troves with thousands of phenotypes (e.g., diseases, traits) and millions of single nucleotide polymorphisms (SNPs). The development of methodologies that provide reproducible discoveries is…
We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…
Continuous improvement in medical imaging techniques allows the acquisition of higher-resolution images. When these are used in a predictive setting, a greater number of explanatory variables are potentially related to the dependent…