Related papers: Controlling false discoveries in Bayesian gene net…
The generalized linear models (GLM) have been widely used in practice to model non-Gaussian response variables. When the number of explanatory features is relatively large, scientific researchers are of interest to perform controlled…
We propose a new approach to safe variable preselection in high-dimensional penalized regression, such as the lasso. Preselection - to start with a manageable set of covariates - has often been implemented without clear appreciation of its…
Many approaches for multiple testing begin with the assumption that all tests in a given study should be combined into a global false-discovery-rate analysis. But this may be inappropriate for many of today's large-scale screening problems,…
In conducting non-linear dimensionality reduction and feature learning, it is common to suppose that the data lie near a lower-dimensional manifold. A class of model-based approaches for such problems includes latent variables in an unknown…
This paper develops a general framework for controlling the false discovery rate (FDR) in multiple testing of Gaussian means against two-sided alternatives. The widely used Benjamini-Hochberg (BH) procedure provides exact FDR control under…
The prevailing method of analyzing GWAS data is still to test each marker individually, although from a statistical point of view it is quite obvious that in case of complex traits such single marker tests are not ideal. Recently several…
Implementing Bayesian variable selection for linear Gaussian regression models for analysing high dimensional data sets is of current interest in many fields. In order to make such analysis operational, we propose a new sampling algorithm…
Extracting meaningful information from high-dimensional data poses a formidable modeling challenge, particularly when the data is obscured by noise or represented through different modalities. This research proposes a novel non-parametric…
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…
Bayesian belief networks can be used to represent and to reason about complex systems with uncertain, incomplete and conflicting information. Belief networks are graphs encoding and quantifying probabilistic dependence and conditional…
Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…
Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…
Conformal inference provides a general distribution-free method to rigorously calibrate the output of any machine learning algorithm for novelty detection. While this approach has many strengths, it has the limitation of being randomized,…
Finding a globally optimal Bayesian Network using exhaustive search is a problem with super-exponential complexity, which severely restricts the number of variables that it can work for. We implement a dynamic programming based algorithm…
We propose a new method to learn the structure of a Gaussian graphical model with finite sample false discovery rate control. Our method builds on the knockoff framework of Barber and Cand\`{e}s for linear models. We extend their approach…
While suitably scaled CNNs with Gaussian initialization are known to converge to Gaussian processes as the number of channels diverges, little is known beyond this Gaussian limit. We establish a large deviation principle (LDP) for…
In modern scientific research, the objective is often to identify which variables are associated with an outcome among a large class of potential predictors. This goal can be achieved by selecting variables in a manner that controls the the…
In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed.…
Sparse regression is frequently employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data that hampers both feature selection and estimation is the presence of strong correlations between…
A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…