Related papers: NeuralFDR: Learning Discovery Thresholds from Hypo…

Understanding how deep neural networks learn useful internal representations from data remains a central open problem in the theory of deep learning. We introduce Neural Low-Degree Filtering (Neural LoFi), a stylized limit of gradient-based…

In the online false discovery rate (FDR) problem, one observes a possibly infinite sequence of $p$-values $P_1,P_2,\dots$, each testing a different null hypothesis, and an algorithm must pick a sequence of rejection thresholds…

The false discovery rate (FDR) and the false non-discovery rate (FNR), defined as the expected false discovery proportion (FDP) and the false non-discovery proportion (FNP), are the most popular benchmarks for multiple testing. Despite the…

Recent success in training deep neural networks have prompted active investigation into the features learned on their intermediate layers. Such research is difficult because it requires making sense of non-linear computations performed by…

Testing for differences in features between clusters in various applications often leads to inflated false positives when practitioners use the same dataset to identify clusters and then test features, an issue commonly known as ``double…

Deep neural networks (DNN) have shown remarkable success in the classification of physiological signals. In this study we propose a method for examining to what extent does a DNN's performance rely on rediscovering existing features of the…

Choosing a decision threshold is one of the challenging job in any classification tasks. How much the model is accurate, if the deciding boundary is not picked up carefully, its entire performance would go in vain. On the other hand, for…

Consider a testing problem for the null hypothesis $H_0:\theta\in\Theta_0$. The standard frequentist practice is to reject the null hypothesis when the p-value is smaller than a threshold value $\alpha$, usually 0.05. We ask the question…

Due to the vast testing space, the increasing demand for effective and efficient testing of deep neural networks (DNNs) has led to the development of various DNN test case prioritization techniques. However, the fact that DNNs can deliver…

Establishing the frequentist properties of Bayesian approaches widens their appeal and offers new understanding. In hypothesis testing, Bayesian model averaging addresses the problem that conclusions are sensitive to variable selection. But…

Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…

Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…

The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…

The purpose of feature extraction on convolutional neural networks is to reuse deep representations learnt for a pre-trained model to solve a new, potentially unrelated problem. However, raw feature extraction from all layers is unfeasible…

False discovery rate (FDR) controlling procedures provide important statistical guarantees for the replicability in signal identification based on multiple hypotheses testing. In many fields of study, FDR controlling procedures are used in…

A previously proved theorem gives sufficient conditions for an estimator of the false discovery rate (FDR) to conservatively converge to the FDR with probability 1 as the number of hypothesis tests increases, even for small sample sizes. It…

Existing analyses of neural network training often operate under the unrealistic assumption of an extremely small learning rate. This lies in stark contrast to practical wisdom and empirical studies, such as the work of J. Cohen et al.…

We provide new non-asymptotic false discovery proportion (FDP) confidence envelopes in several multiple testing settings relevant for modern high dimensional-data methods. We revisit the multiple testing scenarios considered in the recent…

Novelty detection is the unsupervised problem of identifying anomalies in test data which significantly differ from the training set. Novelty detection is one of the classic challenges in Machine Learning and a core component of several…

The false discovery rate (FDR) measures the share of false positives in a set of statistical tests. I develop simple and intuitive bounds on the FDR in cross-sectional predictability publications. The simplest bound requires just a few…