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In many scientific settings there is a need for adaptive experimental design to guide the process of identifying regions of the search space that contain as many true positives as possible subject to a low rate of false discoveries (i.e.…

Machine Learning · Statistics 2020-08-18 Lalit Jain , Kevin Jamieson

Results on the false discovery rate (FDR) and the false nondiscovery rate (FNR) are developed for single-step multiple testing procedures. In addition to verifying desirable properties of FDR and FNR as measures of error rates, these…

Statistics Theory · Mathematics 2007-06-13 Sanat K. Sarkar

We propose a new empirical Bayes method for covariate-assisted multiple testing with false discovery rate (FDR) control, where we model the local false discovery rate for each hypothesis as a function of both its covariates and p-value. Our…

Methodology · Statistics 2021-07-01 Patrick Chao , William Fithian

The effective utilization of structural information in data while ensuring statistical validity poses a significant challenge in false discovery rate (FDR) analyses. Conformal inference provides rigorous theory for grounding complex machine…

Methodology · Statistics 2024-06-18 Zinan Zhao , Wenguang Sun

Genomic data are subject to various sources of confounding, such as demographic variables, biological heterogeneity, and batch effects. To identify genomic features associated with a variable of interest in the presence of confounders, the…

Methodology · Statistics 2025-12-08 Asmita Roy , Jun Chen , Xianyang Zhang

Much effort has been done to control the "false discovery rate" (FDR) when $m$ hypotheses are tested simultaneously. The FDR is the expectation of the "false discovery proportion" $\text{FDP}=V/R$ given by the ratio of the number of false…

Statistics Theory · Mathematics 2018-01-09 Marc Ditzhaus , Arnold Janssen

Thanks to its fine balance between model flexibility and interpretability, the nonparametric additive model has been widely used, and variable selection for this type of model has been frequently studied. However, none of the existing…

Methodology · Statistics 2022-01-10 Xiaowu Dai , Xiang Lyu , Lexin Li

Large-scale multiple testing with highly correlated test statistics arises frequently in many scientific research. Incorporating correlation information in estimating false discovery proportion has attracted increasing attention in recent…

Methodology · Statistics 2019-03-28 Jianqing Fan , Xu Han

In high-dimensional data analysis, such as financial index tracking or biomedical applications, it is crucial to select the few relevant variables while maintaining control over the false discovery rate (FDR). In these applications, strong…

Portfolio Management · Quantitative Finance 2024-01-31 Jasin Machkour , Daniel P. Palomar , Michael Muma

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…

Machine Learning · Statistics 2022-10-10 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

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…

Methodology · Statistics 2015-03-05 Adel Javanmard , Andrea Montanari

In many applications, the process of identifying a specific feature of interest often involves testing multiple hypotheses for their joint statistical significance. Examples include mediation analysis which simultaneously examines the…

Methodology · Statistics 2023-05-30 Linsui Deng , Kejun He , Xianyang Zhang

This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289-300]. We develop a framework in which the False Discovery Proportion (FDP)--the number of false…

Statistics Theory · Mathematics 2007-06-13 Christopher Genovese , Larry Wasserman

Despite the popularity of the false discovery rate (FDR) as an error control metric for large-scale multiple testing, its close Bayesian counterpart the local false discovery rate (lfdr), defined as the posterior probability that a…

Methodology · Statistics 2023-09-22 Jake A. Soloff , Daniel Xiang , William Fithian

In many practical applications of multiple hypothesis testing using the False Discovery Rate (FDR), the given hypotheses can be naturally partitioned into groups, and one may not only want to control the number of false discoveries (wrongly…

Methodology · Statistics 2016-11-01 Rina Foygel Barber , Aaditya Ramdas

We propose a general framework based on selectively traversed accumulation rules (STAR) for interactive multiple testing with generic structural constraints on the rejection set. It combines accumulation tests from ordered multiple testing…

Methodology · Statistics 2020-09-08 Lihua Lei , Aaditya Ramdas , William Fithian

High-dimensional sparse generalized linear models (GLMs) have emerged in the setting that the number of samples and the dimension of variables are large, and even the dimension of variables grows faster than the number of samples. False…

Statistics Theory · Mathematics 2021-05-04 Chang Cui , Jinzhu Jia , Yijun Xiao , Huiming Zhang

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…

Methodology · Statistics 2016-12-15 Gavin Lynch , Wenge Guo

The fixed-X knockoff filter is a flexible framework for variable selection with false discovery rate (FDR) control in linear models with arbitrary design matrices (of full column rank) and it allows for finite-sample selective inference via…

Statistics Theory · Mathematics 2023-11-28 Mehrdad Pournaderi , Yu Xiang

The $\gamma$-FDP and $k$-FWER multiple testing error metrics, which are tail probabilities of the respective error statistics, have become popular recently as less-stringent alternatives to the FDR and FWER. We propose general and flexible…

Methodology · Statistics 2016-12-20 Jay Bartroff