Related papers: NeuralFDR: Learning Discovery Thresholds from Hypo…
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…
Training a deep neural network (DNN) often involves stochastic optimization, which means each run will produce a different model. Several works suggest this variability is negligible when models have the same performance, which in the case…
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…
We propose sequential multiple testing procedures which control the false discover rate (FDR) or the positive false discovery rate (pFDR) under arbitrary dependence between the data streams. This is accomplished by "optimizing" an upper…
False discovery rate (FDR) procedures provide misleading inference when testing multiple null hypotheses with heterogeneous multinomial data. For example, in the motivating study the goal is to identify species of bacteria near the roots of…
Controlling the false discovery rate (FDR) in variable selection becomes challenging when predictors are correlated, as existing methods often exclude all members of correlated groups and consequently perform poorly for prediction. We…
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…
Multiple testing is a fundamental problem in high-dimensional statistical inference. Although many methods have been proposed to control false discoveries, it is still a challenging task when the tests are correlated to each other. To…
Simultaneously performing variable selection and inference in high-dimensional models is an open challenge in statistics and machine learning. The increasing availability of vast amounts of variables requires the adoption of specific…
Conformal novelty detection is a classical machine learning task for which uncertainty quantification is essential for providing reliable results. Recent work has shown that the BH procedure applied to conformal p-values controls the false…
We consider a multiple hypothesis testing problem in a sensor network over the joint spatio-temporal domain. The sensor network is modeled as a graph, with each vertex representing a sensor and a signal over time associated with each…
One important partition of algorithms for controlling the false discovery rate (FDR) in multiple testing is into offline and online algorithms. The first generally achieve significantly higher power of discovery, while the latter allow…
We present false discovery rate smoothing, an empirical-Bayes method for exploiting spatial structure in large multiple-testing problems. FDR smoothing automatically finds spatially localized regions of significant test statistics. It then…
Stability and reproducibility are essential considerations in various applications of statistical methods. False Discovery Rate (FDR) control methods are able to control false signals in scientific discoveries. However, many FDR control…
A new online multiple testing procedure is described in the context of anomaly detection, which controls the False Discovery Rate (FDR). An accurate anomaly detector must control the false positive rate at a prescribed level while keeping…
We are considered with the false discovery rate (FDR) of the linear step-up test $\varphi^{LSU}$ considered by Benjamini and Hochberg (1995). It is well known that $\varphi^{LSU}$ controls the FDR at level $m_0 q / m$ if the joint…
Effective expression feature representations generated by a triplet-based deep metric learning are highly advantageous for facial expression recognition (FER). The performance of triplet-based deep metric learning is contingent upon…
We study the new feature utility prediction problem: statistically testing whether adding a new feature to the data representation can improve predictive accuracy on a supervised learning task. In many applications, identifying new…
Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff…
An important characteristic of neural networks is their ability to learn representations of the input data with effective features for prediction, which is believed to be a key factor to their superior empirical performance. To better…