Related papers: Controlling the False Discovery Rate in Transforma…
In this paper we introduce and investigate a new rejection curve for asymptotic control of the false discovery rate (FDR) in multiple hypotheses testing problems. We first give a heuristic motivation for this new curve and propose some…
The genetic basis of multiple phenotypes such as gene expression, metabolite levels, or imaging features is often investigated by testing a large collection of hypotheses, probing the existence of association between each of the traits and…
This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…
Consider the online testing of a stream of hypotheses where a real--time decision must be made before the next data point arrives. The error rate is required to be controlled at {all} decision points. Conventional \emph{simultaneous testing…
This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…
A systematic multiple hypothesis testing approach is applied to the search for astrophysical sources of high energy neutrinos. The method is based on the maximisation of the detection power maintaining the control of the confidence level of…
A new online multiple testing procedure is described in the context of anomaly detection, which controls the False Discovery Rate (FDR). An accurate anomaly detector must control the false positive rate at a prescribed level while keeping…
The highly influential two-group model in testing a large number of statistical hypotheses assumes that the test statistics are drawn independently from a mixture of a high probability null distribution and a low probability alternative.…
We propose a new method for predicting multiple missing links in partially observed networks while controlling the false discovery rate (FDR), a largely unresolved challenge in network analysis. The main difficulty lies in handling complex…
Differential privacy provides a rigorous framework for privacy-preserving data analysis. This paper proposes the first differentially private procedure for controlling the false discovery rate (FDR) in multiple hypothesis testing. Inspired…
We investigate the robustness of the model-X knockoffs framework with respect to the misspecified or estimated feature distribution. We achieve such a goal by theoretically studying the feature selection performance of a practically…
We provide the first differentially private algorithms for controlling the false discovery rate (FDR) in multiple hypothesis testing, with essentially no loss in power under certain conditions. Our general approach is to adapt a well-known…
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…
Sorted L-One Penalized Estimation (SLOPE) has shown the nice theoretical property as well as empirical behavior recently on the false discovery rate (FDR) control of high-dimensional feature selection by adaptively imposing the…
This paper presents a powerful methodology for flexible full-data nonparametric novelty detection that offers distribution-free false discovery rate (FDR) control guarantees. Building on the full conformal inference framework and the…
Variable selection methods have been developed in linear regression to provide sparse solutions. Recent studies have focused on further interpretations on the sparse solutions in terms of false positive control. In this paper, we consider…
We introduce CatNet, an algorithm that effectively controls False Discovery Rate (FDR) and selects significant features in LSTM. CatNet employs the derivative of SHAP values to quantify the feature importance, and constructs a vector-formed…
Multiple testing with false discovery rate (FDR) control has been widely conducted in the ``discrete paradigm" where p-values have discrete and heterogeneous null distributions. However, in this scenario existing FDR procedures often lose…
Major internet companies routinely perform tens of thousands of A/B tests each year. Such large-scale sequential experimentation has resulted in a recent spurt of new algorithms that can provably control the false discovery rate (FDR) in a…
This paper introduces a sparse projection matrix composed of discrete (digital) periodic lines that create a pseudo-random (p.frac) sampling scheme. Our approach enables random Cartesian sampling whilst employing deterministic and…