Related papers: A Pipeline for Variable Selection and False Discov…

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…

We propose a new approach to estimate selection-corrected quantiles of the gender wage gap. Our method employs instrumental variables that explain variation in the latent variable but, conditional on the latent process, do not directly…

In 2015, Barber and Candes introduced a new variable selection procedure called the knockoff filter to control the false discovery rate (FDR) and prove that this method achieves exact FDR control. Inspired by the work of Barber and Candes…

Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses $\mathcal{H}(n) = (H_1,\dotsc, H_n)$, Benjamini and Hochberg introduced the false discovery…

Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate in multiple testing problems, and proposed a procedure to control the FDR. For discrete data this procedure may be highly…

In this era of "big" data, not only the large amount of data keeps motivating distributed computing, but concerns on data privacy also put forward the emphasis on distributed learning. To conduct feature selection and to control the false…

Motivation: In microarray analysis, special consideration must be given to the issues of multiple statistical tests and typically p-values are adjusted to control family-wise error rate (FWER) or false discovery rate (FDR). FDR metrics have…

Deep neural networks (DNNs) are famous for their high prediction accuracy, but they are also known for their black-box nature and poor interpretability. We consider the problem of variable selection, that is, selecting the input variables…

We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…

There is recent interest in estimating the false discovery rate (FDR) with published p-values. However, there is little formal research that addresses the manner and extent to which the presumed selection, or publication, bias model impacts…

The popularity of penalized regression in high-dimensional data analysis has led to a demand for new inferential tools for these models. False discovery rate control is widely used in high-dimensional hypothesis testing, but has only…

Algorithmic profiling is increasingly used in the public sector as a means to allocate limited public resources effectively and objectively. One example is the prediction-based statistical profiling of job seekers to guide the allocation of…

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

In many scenarios such as genome-wide association studies where dependences between variables commonly exist, it is often of interest to infer the interaction effects in the model. However, testing pairwise interactions among millions of…

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…

Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…

This paper is concerned with false discovery rate (FDR) control in large-scale multiple testing problems. We first propose a new data-driven testing procedure for controlling the FDR in large-scale t-tests for one-sample mean problem. The…

In the multiple testing problem with independent tests, the classical linear step-up procedure controls the false discovery rate (FDR) at level $\pi_0\alpha$, where $\pi_0$ is the proportion of true null hypotheses and $\alpha$ is the…

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…

Large-scale hypothesis testing is central to modern science, where controlling the False Discovery Rate (FDR) has become the standard approach to managing false positives across many simultaneous tests. Hypotheses rarely exist in isolation;…