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Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…

Methodology · Statistics 2020-11-30 Saharon Rosset , Ruth Heller , Amichai Painsky , Ehud Aharoni

We develop a new method for frequentist multiple testing with Bayesian prior information. Our procedure finds a new set of optimal p-value weights called the Bayes weights. Prior information is relevant to many multiple testing problems.…

Methodology · Statistics 2017-10-03 Edgar Dobriban , Kristen Fortney , Stuart K. Kim , Art B. Owen

This paper introduces an innovative method for conducting conditional independence testing in high-dimensional data, facilitating the automated discovery of significant associations within distinct subgroups of a population, all while…

Methodology · Statistics 2023-09-19 Matteo Sesia , Tianshu Sun

Multiple hypothesis testing is a central topic in statistics, but despite abundant work on the false discovery rate (FDR) and the corresponding Type-II error concept known as the false non-discovery rate (FNR), a fine-grained understanding…

Statistics Theory · Mathematics 2017-05-17 Maxim Rabinovich , Aaditya Ramdas , Michael I. Jordan , Martin J. Wainwright

We study methods for simultaneous analysis of many noisy experiments in the presence of rich covariate information. The goal of the analyst is to optimally estimate the true effect underlying each experiment. Both the noisy experimental…

Methodology · Statistics 2020-01-14 Nikolaos Ignatiadis , Stefan Wager

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

Machine Learning · Statistics 2018-05-16 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

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…

Methodology · Statistics 2024-04-23 Paula Gablenz , Chiara Sabatti

In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB)…

Applications · Statistics 2012-07-03 Mingyuan Zhou , Lingbo Li , David Dunson , Lawrence Carin

To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically…

Statistics Theory · Mathematics 2017-09-18 Sebastian Döhler , Guillermo Durand , Etienne Roquain

Doping control is an essential component of anti-doping organizations for protecting clean sports competitions. Since 2009, this mission has been complemented worldwide by the Athlete Biological Passport (ABP), used to monitor athletes'…

Methodology · Statistics 2024-04-22 Nina Deliu , Brunero Liseo

Multiple testing literature contains ample research on controlling false discoveries for hypotheses classified according to one criterion, which we refer to as one-way classified hypotheses. Although simultaneous classification of…

Methodology · Statistics 2019-03-12 Shinjini Nandi , Sanat K. Sarkar

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

A natural way to quantify uncertainties in Gaussian mixture models (GMMs) is through Bayesian methods. That said, sampling from the joint posterior distribution of GMMs via standard Markov chain Monte Carlo (MCMC) imposes several…

Methodology · Statistics 2024-05-20 Santiago Marin , Bronwyn Loong , Anton H. Westveld

The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…

Methodology · Statistics 2024-10-29 Thomas Burnett , Thomas Jaki

Variable selection plays a crucial role in enhancing modeling effectiveness across diverse fields, addressing the challenges posed by high-dimensional datasets of correlated variables. This work introduces a novel approach namely Knockoff…

Machine Learning · Statistics 2025-01-31 Xiaochen Zhang , Yunfeng Cai , Haoyi Xiong

In a multiple testing task, finding an appropriate estimator of the proportion $\pi_0$ of non-signal in the data to boost power of false discovery rate (FDR) controlling procedures is a long-standing research theme, sometimes referred to as…

Methodology · Statistics 2026-03-19 Gao Zijun , Roquain Etienne

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

This paper explores a connection between empirical Bayes posterior distributions and false discovery rate (FDR) control. In the Gaussian sequence model, this work shows that empirical Bayes-calibrated spike and slab posterior distributions…

Statistics Theory · Mathematics 2019-06-18 Ismael Castillo , Etienne Roquain

In this paper, we focus on the BDS test, which is a nonparametric test of independence. Specifically, the null hypothesis $H_{0}$ of it is that $\{u_{t}\}$ is i.i.d. (independent and identically distributed), where $\{u_{t}\}$ is a random…

Statistics Theory · Mathematics 2024-03-11 Wenya Luo , Zhidong Bai , Jiang Hu , Chen Wang

A major bottleneck in characterizing the failure modes of generative AI systems is the cost and time of annotation and evaluation. Consequently, adaptive testing paradigms have gained popularity, where one opportunistically decides which…

Artificial Intelligence · Computer Science 2026-05-11 Siyu Zhou , Patrick Vossler , Venkatesh Sivaraman , Yifan Mai , Jean Feng