Related papers: The FDR-Linking Theorem
In this article we develop a method for performing post hoc inference of the False Discovery Proportion (FDP) over multiple contrasts of interest in the multivariate linear model. To do so we use the bootstrap to simulate from the…
The local false discovery rate (lfdr) of Efron et al. (2001) enjoys major conceptual and decision-theoretic advantages over the false discovery rate (FDR) as an error criterion in multiple testing, but is only well-defined in Bayesian…
Controlling the false discovery rate (FDR) in high-dimensional variable selection requires balancing rigorous error control with statistical power. Existing methods with provable guarantees are often overly conservative, creating a…
Online testing procedures assume that hypotheses are observed in sequence, and allow the significance thresholds for upcoming tests to depend on the test statistics observed so far. Some of the most popular online methods include alpha…
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…
In many fields of science, we observe a response variable together with a large number of potential explanatory variables, and would like to be able to discover which variables are truly associated with the response. At the same time, we…
Online controlled experiments (also known as A/B Testing) have been viewed as a golden standard for large data-driven companies since the last few decades. The most common A/B testing framework adopted by many companies use "average…
Study of Langevin dynamics and the fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass $M$), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for a microscopic theory of…
While traditional multiple testing procedures prohibit adaptive analysis choices made by users, Goeman and Solari (2011) proposed a simultaneous inference framework that allows users such flexibility while preserving high-probability bounds…
We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis $H_i$ we observe both a p-value $p_i$ and some predictor $x_i$ encoding contextual information about the hypothesis. For large-scale…
Modal dependence logic (MDL) was introduced recently by V\"a\"an\"anen. It enhances the basic modal language by an operator =(). For propositional variables p_1,...,p_n the atomic formula =(p_1,...,p_(n-1),p_n) intuitively states that the…
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…
Contraction theory is a recently developed dynamic analysis and nonlinear control system design tool based on an exact differential analysis of convergence. This paper extends contraction theory to local and global stability analysis of…
Closed testing procedures are classically used for familywise error rate (FWER) control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion (FDP) in all subsets of the hypotheses. In this…
We propose a novel approach to concentration for non-independent random variables. The main idea is to ``pretend'' that the random variables are independent and pay a multiplicative price measuring how far they are from actually being…
Motivated by problems in control theory concerning decay rates for the damped wave equation $$w_{tt}(x,t) + \gamma(x) w_t(x,t) + (-\Delta + 1)^{s/2} w(x,t) = 0,$$ we consider an analogue of the classical Paneah-Logvinenko-Sereda theorem for…
The method of choice for describing attractive quantum systems is Hartree-Fock-Bogoliubov (HFB) theory. This is a nonlinear model which allows for the description of pairing effects, the main explanation for the superconductivity of certain…
Consider the online testing of a stream of hypotheses where a real--time decision must be made before the next data point arrives. The error rate is required to be controlled at {all} decision points. Conventional \emph{simultaneous testing…
As a result of a rather long-time research started in 2016, this theory whose structure is based on a fixed variable and an algebraic inequality, improves and somehow generalizes the well-known least squares theory. In fact, the fixed…
We propose the use of a new false discovery rate (FDR) controlling procedure as a model selection penalized method, and compare its performance to that of other penalized methods over a wide range of realistic settings: nonorthogonal design…