Related papers: Controlling the False Discovery Rate in Complex Mu…
Conventional multiple testing procedures often assume hypotheses for different features are exchangeable. However, in many scientific applications, additional covariate information regarding the patterns of signals and nulls are available.…
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…
Scientific hypotheses in a variety of applications have domain-specific structures, such as the tree structure of the International Classification of Diseases (ICD), the directed acyclic graph structure of the Gene Ontology (GO), or the…
Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…
Distribution-free predictive inference beyond the construction of prediction sets has gained a lot of interest in recent applications. One such application is the selection task, where the objective is to design a reliable selection rule to…
Much effort has been made to improve the famous step up test of Benjamini and Hochberg given by linear critical values $\frac{i\alpha}{n}$. It is pointed out by Gavrilov, Benjamini and Sarkar that step down multiple tests based on the…
Recent studies found that in voxel-based neuroimage analysis, detecting and differentiating "procedural bias" that are introduced during the preprocessing steps from lesion features, not only can help boost accuracy but also can improve…
There is a significant literature on methods for incorporating knowledge into multiple testing procedures so as to improve their power and precision. Some common forms of prior knowledge include (a) beliefs about which hypotheses are null,…
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…
Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff…
When testing many hypotheses, often we do not have strong expectations about the directions of the effects. In some situations however, the alternative hypotheses are that the parameters lie in a certain direction or interval, and it is in…
This paper presents a survey on some recent advances for the type I error rate control in multiple testing methodology. We consider the problem of controlling the $k$-family-wise error rate (kFWER, probability to make $k$ false discoveries…
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.…
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…
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…
In large-scale multiple hypothesis testing problems, the false discovery exceedance (FDX) provides a desirable alternative to the widely used false discovery rate (FDR) when the false discovery proportion (FDP) is highly variable. We…
In high dimensional variable selection problems, statisticians often seek to design multiple testing procedures that control the False Discovery Rate (FDR), while concurrently identifying a greater number of relevant variables. Model-X…
Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…
We collect self-contained elementary proofs of four results in the literature on the false discovery rate of the Benjamini-Hochberg (BH) procedure for independent or positive-regression dependent p-values, the Benjamini-Yekutieli correction…
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…