Related papers: Controlling the False Discovery Rate in Transforma…
The recently proposed fixed-X knockoff is a powerful variable selection procedure that controls the false discovery rate (FDR) in any finite-sample setting, yet its theoretical insights are difficult to show beyond Gaussian linear models.…
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…
False discovery rate (FDR) control is a popular approach for maintaining the integrity of statistical analyses, especially in high-dimensional data settings, where multiple comparisons increase the risk of false positives. FDR control has…
We consider the problem of variable selection in high-dimensional statistical models where the goal is to report a set of variables, out of many predictors $X_1, \dotsc, X_p$, that are relevant to a response of interest. For linear…
Voxel-based multiple testing is widely used in neuroimaging data analysis. Traditional false discovery rate (FDR) control methods often ignore the spatial dependence among the voxel-based tests and thus suffer from substantial loss of…
One challenge in exploratory association studies using observational data is that the associations between the predictors and the outcome are potentially weak and rare, and the candidate predictors have complex correlation structures. False…
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.…
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…
The generalized linear models (GLM) have been widely used in practice to model non-Gaussian response variables. When the number of explanatory features is relatively large, scientific researchers are of interest to perform controlled…
In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…
We develop a flexible feature selection framework based on deep neural networks that approximately controls the false discovery rate (FDR), a measure of Type-I error. The method applies to architectures whose first layer is fully connected.…
Simultaneously finding multiple influential variables and controlling the false discovery rate (FDR) for linear regression models is a fundamental problem. We here propose the Gaussian Mirror (GM) method, which creates for each predictor…
Recently, the scheme of model-X knockoffs was proposed as a promising solution to address controlled feature selection under high-dimensional finite-sample settings. However, the procedure of model-X knockoffs depends heavily on the…
A new statistical procedure (Model-X \cite{candes2018}) has provided a way to identify important factors using any supervised learning method controlling for FDR. This line of research has shown great potential to expand the horizon of…
In the FDR-controlling literature, mirror statistics offer a flexible alternative to $p$-value based procedures. When prior information is available, however, it is unclear how to incorporate mirror statistics in a principled way, and the…
Efforts to develop more efficient multiple hypothesis testing procedures for false discovery rate (FDR) control have focused on incorporating an estimate of the proportion of true null hypotheses (such procedures are called adaptive) or…
We address challenges in variable selection with highly correlated data that are frequently present in finance, economics, but also in complex natural systems as e.g. weather. We develop a robustified version of the knockoff framework,…
We consider problems where many, somewhat redundant, hypotheses are tested and we are interested in reporting the most precise rejections, with false discovery rate (FDR) control. This is the case, for example, when researchers are…
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.…
False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…