Related papers: A New Procedure for Controlling False Discovery Ra…
False discovery rate (FDR) has been a key metric for error control in multiple hypothesis testing, and many methods have developed for FDR control across a diverse cross-section of settings and applications. We develop a closure principle…
There has been recent interest in extending the ideas of False Discovery Rates (FDR) to variable selection in regression settings. Traditionally the FDR in these settings has been defined in terms of the coefficients of the full regression…
The false discovery rate (FDR) and false nondiscovery rate (FNDR) have received considerable attention in the literature on multiple testing. These performance measures are also appropriate for classification, and in this work we develop…
Cumulative sum (CUSUM) charts are typically used to detect changes in a stream of observations e.g. shifts in the mean. Usually, after signalling, the chart is restarted by setting it to some value below the signalling threshold. We propose…
Conformal novelty detection is a classical machine learning task for which uncertainty quantification is essential for providing reliable results. Recent work has shown that the BH procedure applied to conformal p-values controls the false…
We present a novel necessary and sufficient principle for False Discovery Rate (FDR) control. This e-Partitioning Principle says that a procedure controls FDR if and only if it is a special case of a general e-Partitioning procedure. By…
Obtaining high-quality labels for large datasets is expensive, requiring massive annotations from human experts. While AI models offer a cost-effective alternative by predicting labels, their label quality is compromised by the unavoidable…
Multiple testing has been a popular topic in statistical research. Although vast works have been done, controlling the false discoveries remains a challenging task when the corresponding test statistics are dependent. Various methods have…
With the rapid growth of crowdsourcing platforms it has become easy and relatively inexpensive to collect a dataset labeled by multiple annotators in a short time. However due to the lack of control over the quality of the annotators, some…
The false discovery proportion (FDP) is a convenient way to account for false positives when a large number $m$ of tests are performed simultaneously. Romano and Wolf [Ann. Statist. 35 (2007) 1378-1408] have proposed a general principle…
We propose a unified theoretical framework for studying the robustness of the model-X knockoffs framework by investigating the asymptotic false discovery rate (FDR) control of the practically implemented approximate knockoffs procedure.…
The concept of $k$-FWER has received much attention lately as an appropriate error rate for multiple testing when one seeks to control at least $k$ false rejections, for some fixed $k\ge 1$. A less conservative notion, the $k$-FDR, has been…
Most link prediction methods return estimates of the connection probability of missing edges in a graph. Such output can be used to rank the missing edges from most to least likely to be a true edge, but does not directly provide a…
This article considers the problem of multiple hypothesis testing using $t$-tests. The observed data are assumed to be independently generated conditional on an underlying and unknown two-state hidden model. We propose an asymptotically…
There is a challenge in selecting high-dimensional mediators when the mediators have complex correlation structures and interactions. In this work, we frame the high-dimensional mediator selection problem into a series of hypothesis tests…
We introduce a multiple testing procedure that controls the median of the proportion of false discoveries (FDP) in a flexible way. The procedure only requires a vector of p-values as input and is comparable to the Benjamini-Hochberg method,…
Motivated by the genomic application of expression quantitative trait loci (eQTL) mapping, we propose a new procedure to perform simultaneous testing of multiple hypotheses using Bayes factors as input test statistics. One of the most…
We attempt to recover an $n$-dimensional vector observed in white noise, where $n$ is large and the vector is known to be sparse, but the degree of sparsity is unknown. We consider three different ways of defining sparsity of a vector:…
This paper presents a systematic framework for controlling false discovery rate in learning time-varying correlation networks from high-dimensional, non-linear, non-Gaussian and non-stationary time series with an increasing number of…
Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…