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Many methods have been developed to estimate the set of relevant variables in a sparse linear model Y= XB+e where the dimension p of B can be much higher than the length n of Y. Here we propose two new methods based on multiple hypotheses…

Statistics Theory · Mathematics 2012-06-12 Florian Rohart

Multiple hypothesis testing practices vary widely, without consensus on which are appropriate when. This paper provides an economic foundation for these practices designed to capture leading examples, such as regulatory approval on the…

General Economics · Economics 2026-02-19 Davide Viviano , Kaspar Wuthrich , Paul Niehaus

Given data over variables $(X_1,...,X_m, Y)$ we consider the problem of finding out whether $X$ jointly causes $Y$ or whether they are all confounded by an unobserved latent variable $Z$. To do so, we take an information-theoretic approach…

Machine Learning · Computer Science 2019-01-23 David Kaltenpoth , Jilles Vreeken

We propose a hypothesis test that allows for many tested restrictions in a heteroskedastic linear regression model. The test compares the conventional F statistic to a critical value that corrects for many restrictions and conditional…

Econometrics · Economics 2023-01-24 Stanislav Anatolyev , Mikkel Sølvsten

Hypotheses are central to information acquisition, decision-making, and discovery. However, many real-world hypotheses are abstract, high-level statements that are difficult to validate directly. This challenge is further intensified by the…

Machine Learning · Computer Science 2025-02-17 Kexin Huang , Ying Jin , Ryan Li , Michael Y. Li , Emmanuel Candès , Jure Leskovec

One obstacle to ``elevating" correlation to causation is the phenomenon of confounding, i.e., when a correlation between two variables exists because both variables are in fact caused by a third variable. The situation where the confounders…

Applications · Statistics 2025-06-24 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

In observational studies, potential unobserved confounding is a major barrier in isolating the average causal effect (ACE). In these scenarios, two main approaches are often used: confounder adjustment for causality (CAC) and instrumental…

Methodology · Statistics 2024-11-26 Roy S. Zawadzki , Daniel L. Gillen

In this paper, we further develop the approach, originating in [GJN], to "computation-friendly" hypothesis testing via Convex Programming. Most of the existing results on hypothesis testing aim to quantify in a closed analytic form…

Statistics Theory · Mathematics 2016-10-04 Anatoli Juditsky , Arkadi Nemirovski

Inference and prediction under the sparsity assumption have been a hot research topic in recent years. However, in practice, the sparsity assumption is difficult to test, and more importantly can usually be violated. In this paper, to study…

Statistics Theory · Mathematics 2022-10-18 Yanmei Shi , Zhiruo Li , Qi Zhang

Confounding remains one of the major challenges to causal inference with observational data. This problem is paramount in medicine, where we would like to answer causal questions from large observational datasets like electronic health…

Methodology · Statistics 2024-01-10 Linying Zhang , Yixin Wang , Martijn Schuemie , David Blei , George Hripcsak

The present paper establishes new multiple procedures for simultaneous testing of a large number of hypotheses under dependence. Special attention is devoted to experiments with rare false hypotheses. This sparsity assumption is typically…

Statistics Theory · Mathematics 2019-10-01 Marc Ditzhaus , Arnold Janssen

Causal mediation analysis, pleiotropy analysis, and replication analysis are three highly popular genetic study designs. Although these analyses address different scientific questions, the underlying inference problems all involve…

Methodology · Statistics 2023-09-25 Ryan Sun , Zachary McCaw , Xihong Lin

Adjustment of statistical significance levels for repeated analysis in group sequential trials has been understood for some time. Similarly, methods for adjustment accounting for testing multiple hypotheses are common. There is limited…

Methodology · Statistics 2023-11-28 Yujie Zhao , Qi Liu , Linda Z. Sun , Keaven M. Anderson

In observational causal inference, domain knowledge often leaves multiple covariate adjustments plausible, yet which sets satisfy ignorability is untestable. Different adjustment sets can yield conflicting estimates of the average treatment…

Methodology · Statistics 2026-03-23 Aditya Ghosh , Dominik Rothenhäusler

When comparing multiple groups in clinical trials, we are not only interested in whether there is a difference between any groups but rather the location. Such research questions lead to testing multiple individual hypotheses. To control…

The identification of causal effects in observational studies typically relies on two standard assumptions: unconfoundedness and overlap. However, both assumptions are often questionable in practice: unconfoundedness is inherently…

Methodology · Statistics 2025-09-17 Han Cui , Xinran Li

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano

Multiple testing literature contains ample research on controlling false discoveries for hypotheses classified according to one criterion, which we refer to as one-way classified hypotheses. Although simultaneous classification of…

Methodology · Statistics 2019-03-12 Shinjini Nandi , Sanat K. Sarkar

(This comment has been updated to respond to Wang and Blei's rejoinder [arXiv:1910.07320].) The premise of the deconfounder method proposed in "Blessings of Multiple Causes" by Wang and Blei [arXiv:1805.06826], namely that a variable that…

Methodology · Statistics 2019-10-18 Elizabeth L. Ogburn , Ilya Shpitser , Eric J. Tchetgen Tchetgen

We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…

Machine Learning · Computer Science 2019-11-05 Nathan Kallus , Angela Zhou