Related papers: Estimating and Controlling the False Discovery Rat…
False discovery rates (FDR) are an essential component of statistical inference, representing the propensity for an observed result to be mistaken. FDR estimates should accompany observed results to help the user contextualize the relevance…
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…
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…
We propose a linear-time, single-pass, top-down algorithm for multiple testing on directed acyclic graphs (DAGs), where nodes represent hypotheses and edges specify a partial ordering in which hypotheses must be tested. The procedure is…
A number of attempts have been made to improve accuracy and/or scalability of the PC (Peter and Clark) algorithm, some well known (Buhlmann, et al., 2010; Kalisch and Buhlmann, 2007; 2008; Zhang, 2012, to give some examples). We add here…
In observational studies, the true causal model is typically unknown and needs to be estimated from available observational and limited experimental data. In such cases, the learned causal model is commonly represented as a partially…
In Marandon (2023), the author introduces a procedure to detect true edges from a partially observed graph using a conformal prediction fashion: first computing scores from a trained function, deriving conformal p-values from them and…
We propose a new method for predicting multiple missing links in partially observed networks while controlling the false discovery rate (FDR), a largely unresolved challenge in network analysis. The main difficulty lies in handling complex…
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…
While data-driven confounder selection requires careful consideration, it is frequently employed in observational studies. Widely recognized criteria for confounder selection include the minimal-set approach, which involves selecting…
We consider the PC-algorithm Spirtes et. al. (2000) for estimating the skeleton of a very high-dimensional acyclic directed graph (DAG) with corresponding Gaussian distribution. The PC-algorithm is computationally feasible for sparse…
Controlling the false discovery rate (FDR) is a critical challenge in large-scale data analysis, particularly in the presence of outliers. A common practice involves imposing a Student-$t$ distribution to eliminate the influence of…
In the setting of multiple testing, compound p-values generalize p-values by asking for superuniformity to hold only \emph{on average} across all true nulls. We study the properties of the Benjamini--Hochberg procedure applied to compound…
Motivation: In microarray analysis, special consideration must be given to the issues of multiple statistical tests and typically p-values are adjusted to control family-wise error rate (FWER) or false discovery rate (FDR). FDR metrics have…
In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…
Controlling the false discovery rate (FDR) in high-dimensional variable selection requires balancing rigorous error control with statistical power. Existing methods with provable guarantees are often overly conservative, creating a…
This paper presents a systematic framework for controlling false discovery rate in learning time-varying correlation networks from high-dimensional, non-linear, non-Gaussian and non-stationary time series with an increasing number of…
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…
There is recent interest in estimating the false discovery rate (FDR) with published p-values. However, there is little formal research that addresses the manner and extent to which the presumed selection, or publication, bias model impacts…
Recent advances have established the identifiability of a directed acyclic graph (DAG) under additive noise models (ANMs), spurring the development of various causal discovery methods. However, most existing methods make restrictive model…