Related papers: Permutation-based simultaneous confidence bounds f…
The exact composition of mechanisms for which two differential privacy (DP) constraints hold simultaneously is studied. The resulting privacy region admits an exact representation as a mixture over compositions of mechanisms of…
We propose a novel resampling-based method to construct an asymptotically exact test for any subset of hypotheses on coefficients in high-dimensional linear regression. It can be embedded into any multiple testing procedure to make…
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…
We introduce $\textit{Backward Conformal Prediction}$, a method that guarantees conformal coverage while providing flexible control over the size of prediction sets. Unlike standard conformal prediction, which fixes the coverage level and…
Model-free knockoffs is a recently proposed technique for identifying covariates that is likely to have an effect on a response variable. The method is an efficient method to control the false discovery rate in hypothesis tests for separate…
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…
This paper presents a survey on some recent advances for the type I error rate control in multiple testing methodology. We consider the problem of controlling the $k$-family-wise error rate (kFWER, probability to make $k$ false discoveries…
Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…
The study of Fourier transforms of probability measures on fractal sets plays an important role in recent research. Faster decay rates are known to yield enhanced results in areas such as metric number theory. This paper focuses on…
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 metrics…
In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…
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…
In multiple hypothesis testing, it is well known that adaptive procedures can enhance power via incorporating information about the number of true nulls present. Under independence, we establish that two adaptive false discovery rate (FDR)…
This paper studies the semi-supervised novelty detection problem where a set of "typical" measurements is available to the researcher. Motivated by recent advances in multiple testing and conformal inference, we propose AdaDetect, a…
In many scientific applications, hypotheses are generated and tested continuously in a stream. We develop a framework for improving online multiple testing procedures with false discovery rate (FDR) control under arbitrary dependence. Our…
Differential privacy provides a rigorous framework for privacy-preserving data analysis. This paper proposes the first differentially private procedure for controlling the false discovery rate (FDR) in multiple hypothesis testing. Inspired…
Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…
Complex large-scale studies, such as those related to microarray data and fMRI studies, often involve testing multiple hierarchically ordered hypotheses. However, most existing false discovery rate (FDR) controlling procedures do not…
Researchers in genetics and other life sciences commonly use permutation tests to evaluate differences between groups. Permutation tests have desirable properties, including exactness if data are exchangeable, and are applicable even when…
Continuous POMDPs with general belief-dependent rewards are notoriously difficult to solve online. In this paper, we present a complete provable theory of adaptive multilevel simplification for the setting of a given externally constructed…