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This paper studies the semi-supervised novelty detection problem where a set of "typical" measurements is available to the researcher. Motivated by recent advances in multiple testing and conformal inference, we propose AdaDetect, a…

Methodology · Statistics 2023-10-26 Ariane Marandon , Lihua Lei , David Mary , Etienne Roquain

Knockoffs is a new framework for controlling the false discovery rate (FDR) in multiple hypothesis testing problems involving complex statistical models. While there has been great emphasis on Type-I error control, Type-II errors have been…

Methodology · Statistics 2017-12-19 Asaf Weinstein , Rina Barber , Emmanuel Candes

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

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

The knockoff filter, recently developed by Barber and Candes, is an effective procedure to perform variable selection with a controlled false discovery rate (FDR). We propose a private version of the knockoff filter by incorporating…

Machine Learning · Statistics 2022-02-01 Mehrdad Pournaderi , Yu Xiang

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…

Statistics Theory · Mathematics 2025-09-15 Jelle Goeman , Rianne de Heide , Aldo Solari

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…

Applications · Statistics 2009-05-19 Yoav Benjamini , Yulia Gavrilov

False discovery rate (FDR) is commonly used for correction for multiple testing in neuroimaging studies. However, when using two-tailed tests, making directional inferences about the results can lead to a vastly inflated error rate, even…

Methodology · Statistics 2025-12-16 Anderson M. Winkler , Paul A. Taylor , Thomas E. Nichols , Chris Rorden

Although sparse autoencoders (SAEs) are crucial for identifying interpretable features in neural networks, it is still challenging to distinguish between real computational patterns and erroneous correlations. We introduce Model-X knockoffs…

Machine Learning · Computer Science 2025-11-18 Tsogt-Ochir Enkhbayar

In multiple hypothesis testing, it is well known that adaptive procedures can enhance power via incorporating information about the number of true nulls present. Under independence, we establish that two adaptive false discovery rate (FDR)…

Methodology · Statistics 2024-01-25 Dennis Leung , Ninh Tran

Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…

Methodology · Statistics 2016-11-11 Gavin Lynch , Wenge Guo , Sanat K. Sarkar , Helmut Finner

The recent proliferation of high-dimensional data, such as electronic health records and genetics data, offers new opportunities to find novel predictors of outcomes. Presented with a large set of candidate features, interest often lies in…

Methodology · Statistics 2024-09-24 Michael J. Martens , Anjishnu Banerjee , Xinran Qi , Yushu Shi

Effectively controlling the false discovery rate (FDR) in high-dimensional variable selection is a fundamental statistical problem that has garnered significant research interest. In this paper, we propose a novel, user-friendly, and…

Methodology · Statistics 2026-04-28 Yujia Wu , Panxu Yuan , Binyan Jiang

False discovery rates (FDR) are an essential component of statistical inference, representing the propensity for an observed result to be mistaken. FDR estimates should accompany observed results to help the user contextualize the relevance…

Methodology · Statistics 2020-10-12 Megan Hollister Murray , Jeffrey D. Blume

Model-X knockoffs is a flexible wrapper method for high-dimensional regression algorithms, which provides guaranteed control of the false discovery rate (FDR). Due to the randomness inherent to the method, different runs of model-X…

Methodology · Statistics 2023-09-01 Zhimei Ren , Rina Foygel Barber

We present false discovery rate smoothing, an empirical-Bayes method for exploiting spatial structure in large multiple-testing problems. FDR smoothing automatically finds spatially localized regions of significant test statistics. It then…

Methodology · Statistics 2016-11-15 Wesley Tansey , Oluwasanmi Koyejo , Russell A. Poldrack , James G. Scott

In many research fields, researchers aim to identify significant associations between a set of explanatory variables and a response while controlling the FDR. The Knockoff filter has been recently proposed in the frequentist paradigm to…

Methodology · Statistics 2026-04-22 Lorenzo Focardi-Olmi , Anna Gottard , Michele Guindani , Marina Vannucci

Power and reproducibility are key to enabling refined scientific discoveries in contemporary big data applications with general high-dimensional nonlinear models. In this paper, we provide theoretical foundations on the power and robustness…

Statistics Theory · Mathematics 2017-09-04 Yingying Fan , Emre Demirkaya , Gaorong Li , Jinchi Lv

The complexity of deep neural networks (DNNs) makes them powerful but also makes them challenging to interpret, hindering their applicability in error-intolerant domains. Existing methods attempt to reason about the internal mechanism of…

Machine Learning · Computer Science 2023-09-28 Winston Chen , William Stafford Noble , Yang Young Lu

In many multiple testing applications in genetics, the signs of test statistics provide useful directional information, such as whether genes are potentially up- or down-regulated between two experimental conditions. However, most existing…

Methodology · Statistics 2025-07-22 Zhaoyang Tian , Kun Liang , Pengfei Li