Related papers: A framework for Multi-A(rmed)/B(andit) testing wit…
When testing multiple hypotheses, a suitable error rate should be controlled even in exploratory trials. Conventional methods to control the False Discovery Rate (FDR) assume that all p-values are available at the time point of test…
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…
We study online multiple testing with feedback, where decisions are made sequentially and the true state of the hypothesis is revealed after the decision has been made, either instantly or with a delay. We propose GAIF, a feedback-enhanced…
Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…
We derive new algorithms for online multiple testing that provably control false discovery exceedance (FDX) while achieving orders of magnitude more power than previous methods. This statistical advance is enabled by the development of new…
Motivation: While the analysis of a single RNA sequencing (RNAseq) dataset has been well described in the literature, modern research workflows often have additional complexity in that related RNAseq experiments are performed sequentially…
Online testing procedures aim to control the extent of false discoveries over a sequence of hypothesis tests, allowing for the possibility that early-stage test results influence the choice of hypotheses to be tested in later stages.…
This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…
Multiple testing is an important research area with widespread scientific applications, including in biology and neuroscience. Among popularly adopted multiple testing procedures, many are based on p-values or Local false discovery rate…
Standard A/B tests in online experiments face statistical power challenges when testing multiple candidates simultaneously, while adaptive experimental designs (AED) alone fall short in inferring experiment statistics such as the average…
Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…
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…
In modern scientific experiments, we frequently encounter data that have large dimensions, and in some experiments, such high dimensional data arrive sequentially rather than full data being available all at a time. We develop multiple…
False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…
This paper discusses several p-value-free multiple hypothesis testing methods proposed in recent years and organizes them by introducing a unified framework termed competition test. Although existing competition tests are effective in…
A/B testing is widely used in modern technology companies for policy evaluation and product deployment, with the goal of comparing the outcomes under a newly-developed policy against a standard control. Various causal inference and…
Controlling false discovery rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring possible…
Advanced computing and data acquisition technologies have made possible the collection of high-dimensional data streams in many fields. Efficient online monitoring tools which can correctly identify any abnormal data stream for such data…
Software companies have widely used online A/B testing to evaluate the impact of a new technology by offering it to groups of users and comparing it against the unmodified product. However, running online A/B testing needs not only efforts…
Multiple hypotheses testing is a core problem in statistical inference and arises in almost every scientific field. Given a sequence of null hypotheses $\mathcal{H}(n) = (H_1,..., H_n)$, Benjamini and Hochberg…