Related papers: Auto-Encoding Knockoff Generator for FDR Controlle…
In this paper we develop a consistent variable selection procedure for GARCH-X models that identifies the truly relevant exogenous covariates influencing volatility dynamics. The proposed method is based on a multiple hypothesis testing…
Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…
In this work we study an adaptive step-down procedure for testing $m$ hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical…
In the context of high-dimensional Gaussian linear regression for ordered variables, we study the variable selection procedure via the minimization of the penalized least-squares criterion. We focus on model selection where the penalty…
Feature selection is central to contemporary high-dimensional data analysis. Grouping structure among features arises naturally in various scientific problems. Many methods have been proposed to incorporate the grouping structure…
The rapid generation of complex, highly skewed, and zero-inflated multi-source count data poses significant challenges for variable selection, particularly in biomedical domains like tumor development and metabolic dysregulation. To address…
Model-Free Control (MFC) has been applied to a wide variety of systems in which it has shown its performance. MFC offers "model-free operation", but the controller design requires some information from the nominal plant. This paper…
Building prediction models for outcomes of clinical relevance when only a limited number of mutational features are available causes considerable challenges due to the sparseness and low-dimensionality of the data. In this article, we…
In many large scale multiple testing applications, the hypotheses often have a known graphical structure, such as gene ontology in gene expression data. Exploiting this graphical structure in multiple testing procedures can improve power as…
This paper introduces a novel Knockoff-guided compressive sensing framework, referred to as \TheName{}, which enhances signal recovery by leveraging precise false discovery rate (FDR) control during the support identification phase. Unlike…
As the volume and complexity of data continue to expand across various scientific disciplines, the need for robust methods to account for the multiplicity of comparisons has grown widespread. A popular measure of type 1 error rate in…
Multiple resolutions arise across a range of explanatory features due to domain-specific structures, leading to the formation of feature groups. It follows that the simultaneous detection of significant features and groups aimed at a…
Identifying which variables do influence a response while controlling false positives pervades statistics and data science. In this paper, we consider a scenario in which we only have access to summary statistics, such as the values of…
Deep neural networks (DNN) have been used successfully in many scientific problems for their high prediction accuracy, but their application to genetic studies remains challenging due to their poor interpretability. In this paper, we…
Balancing false discovery rate (FDR) control with high statistical power remains a central challenge in high-dimensional variable selection. While several FDR-controlling methods have been proposed, many degrade the original data -- by…
Multiple hypothesis testing with false discovery rate (FDR) control is a fundamental problem in statistical inference, with broad applications in genomics, drug screening, and outlier detection. In many such settings, researchers may have…
A core strength of knockoff methods is their virtually limitless customizability, allowing an analyst to exploit machine learning algorithms and domain knowledge without threatening the method's robust finite-sample false discovery rate…
Conditional independence testing is an important problem, yet provably hard without assumptions. One of the assumptions that has become popular of late is called "model-X", where we assume we know the joint distribution of the covariates,…
Selecting important features in high-dimensional survival analysis is critical for identifying confirmatory biomarkers while maintaining rigorous error control. In this paper, we propose a derandomized knockoffs procedure for Cox regression…
We consider the problem of identifying whether findings replicate from one study of high dimension to another, when the primary study guides the selection of hypotheses to be examined in the follow-up study as well as when there is no…