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We consider linear regression in the high-dimensional regime where the number of observations $n$ is smaller than the number of parameters $p$. A very successful approach in this setting uses $\ell_1$-penalized least squares (a.k.a. the…

Methodology · Statistics 2014-02-05 Adel Javanmard , Andrea Montanari

We propose a novel methodology for discovering the presence of relationships realized as binary time series between variables in high dimension. To make it visually intuitive, we regard the existence of a relationship as an edge connection,…

Methodology · Statistics 2024-10-07 Masaki Toyoda , Yoshimasa Uematsu

Algorithms that ensure reproducible findings from large-scale, high-dimensional data are pivotal in numerous signal processing applications. In recent years, multivariate false discovery rate (FDR) controlling methods have emerged,…

Methodology · Statistics 2024-01-31 Jasin Machkour , Michael Muma , Daniel P. Palomar

As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses…

Methodology · Statistics 2017-11-21 Fei Xia , Martin J. Zhang , James Zou , David Tse

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…

Methodology · Statistics 2023-01-09 Pengsheng Ji , Zhigen Zhao

Deep neural networks (DNNs) are famous for their high prediction accuracy, but they are also known for their black-box nature and poor interpretability. We consider the problem of variable selection, that is, selecting the input variables…

Machine Learning · Statistics 2019-09-18 Zixuan Song , Jun Li

Simultaneously finding multiple influential variables and controlling the false discovery rate (FDR) for linear regression models is a fundamental problem. We here propose the Gaussian Mirror (GM) method, which creates for each predictor…

Methodology · Statistics 2021-03-22 Xin Xing , Zhigen Zhao , Jun S. Liu

Differential networks (DN) are important tools for modeling the changes in conditional dependencies between multiple samples. A Bayesian approach for estimating DNs, from the classical viewpoint, is introduced with a computationally…

Methodology · Statistics 2022-04-06 Jarod Smith , Mohammad Arashi , Andriette Bekker

Many model selection algorithms produce a path of fits specifying a sequence of increasingly complex models. Given such a sequence and the data used to produce them, we consider the problem of choosing the least complex model that is not…

Methodology · Statistics 2015-12-09 William Fithian , Jonathan Taylor , Robert Tibshirani , Ryan Tibshirani

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…

Methodology · Statistics 2024-03-26 Ariane Marandon

In large-scale multiple hypothesis testing problems, the false discovery exceedance (FDX) provides a desirable alternative to the widely used false discovery rate (FDR) when the false discovery proportion (FDP) is highly variable. We…

Methodology · Statistics 2023-04-21 Pallavi Basu , Luella Fu , Alessio Saretto , Wenguang Sun

Controlling the false discovery rate (FDR) is a popular approach to multiple testing, variable selection, and related problems of simultaneous inference. In many contemporary applications, models are not specified by discrete variables,…

Statistics Theory · Mathematics 2024-04-16 Mateo Díaz , Venkat Chandrasekaran

The false discovery rate (FDR)---the expected fraction of spurious discoveries among all the discoveries---provides a popular statistical assessment of the reproducibility of scientific studies in various disciplines. In this work, we…

Machine Learning · Statistics 2015-11-10 Weijie Su , Junyang Qian , Linxi Liu

Biological networks often change under different environmental and genetic conditions. Understanding how these networks change becomes an important problem in biological studies. In this paper, we model the network change as the difference…

Methodology · Statistics 2017-05-30 Huili Yuan , Ruibin Xi , Chong Chen , Minghua Deng

Lasso is a celebrated method for variable selection in linear models, but it faces challenges when the variables are moderately or strongly correlated. This motivates alternative approaches such as using a non-convex penalty, adding a ridge…

Statistics Theory · Mathematics 2022-03-30 Zheng Tracy Ke , Longlin Wang

This paper is concerned with false discovery rate (FDR) control in large-scale multiple testing problems. We first propose a new data-driven testing procedure for controlling the FDR in large-scale t-tests for one-sample mean problem. The…

Statistics Theory · Mathematics 2020-03-02 Changliang Zou , Haojie Ren , Xu Guo , Runze Li

In many modern applications, large-scale sensor networks are used to perform statistical inference tasks. In this paper, we propose Bayesian methods for multiple change-point detection using a sensor network in which a fusion center (FC)…

Information Theory · Computer Science 2023-07-19 Eyal Nitzan , Topi Halme , Visa Koivunen

Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…

Methodology · Statistics 2020-12-17 Chenguang Dai , Buyu Lin , Xin Xing , Jun S. Liu

Large-scale hypothesis testing is central to modern science, where controlling the False Discovery Rate (FDR) has become the standard approach to managing false positives across many simultaneous tests. Hypotheses rarely exist in isolation;…

Methodology · Statistics 2026-05-19 Binyamin Perets , Shie Mannor

Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is…

Methodology · Statistics 2026-05-21 Ziang Song , Ying Jin , Emmanuel J. Candès