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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…

Methodology · Statistics 2024-12-03 Tomáš Mrkvička , Mari Myllymäki

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…

Signal Processing · Electrical Eng. & Systems 2026-03-03 Fabian Scheidt , Jasin Machkour , Michael Muma

We propose one-at-a-time knockoffs (OATK), a new methodology for detecting important explanatory variables in linear regression models while controlling the false discovery rate (FDR). For each explanatory variable, OATK generates a…

Methodology · Statistics 2025-02-27 Charlie K. Guan , Zhimei Ren , Daniel W. Apley

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

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

Controlled feature selection aims to discover the features a response depends on while limiting the false discovery rate (FDR) to a predefined level. Recently, multiple deep-learning-based methods have been proposed to perform controlled…

Machine Learning · Statistics 2022-10-24 Derek Hansen , Brian Manzo , Jeffrey Regier

Testing for differences in features between clusters in various applications often leads to inflated false positives when practitioners use the same dataset to identify clusters and then test features, an issue commonly known as ``double…

Methodology · Statistics 2024-10-10 Lijun Wang , Yingxin Lin , Hongyu Zhao

Model-X knockoffs is a general procedure that can leverage any feature importance measure to produce a variable selection algorithm, which discovers true effects while rigorously controlling the number or fraction of false positives.…

Methodology · Statistics 2020-12-07 Zhimei Ren , Yuting Wei , Emmanuel Candès

In many applications, the process of identifying a specific feature of interest often involves testing multiple hypotheses for their joint statistical significance. Examples include mediation analysis which simultaneously examines the…

Methodology · Statistics 2023-05-30 Linsui Deng , Kejun He , Xianyang Zhang

The goal of feature selection is to identify important features that are relevant to explain an outcome variable. Most of the work in this domain has focused on identifying globally relevant features, which are features that are related to…

Machine Learning · Statistics 2019-05-30 Jaime Roquero Gimenez , James Zou

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…

Methodology · Statistics 2025-04-10 Seungwon Lee , Yunxiao Chen , Xiaoou Li

Algorithms that ensure reproducible findings from large-scale, high-dimensional data are pivotal in numerous signal processing applications. In recent years, multivariate false discovery rate (FDR) controlling methods have emerged,…

Methodology · Statistics 2024-01-31 Jasin Machkour , Michael Muma , Daniel P. Palomar

The problem of selecting a handful of truly relevant variables in supervised machine learning algorithms is a challenging problem in terms of untestable assumptions that must hold and unavailability of theoretical assurances that selection…

Methodology · Statistics 2023-11-10 Mehdi Rostami , Olli Saarela

Controlling false discovery rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring possible…

Machine Learning · Statistics 2021-01-26 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

In many large scale multiple testing applications, the hypotheses often have a known graphical structure, such as gene ontology in gene expression data. Exploiting this graphical structure in multiple testing procedures can improve power as…

Methodology · Statistics 2018-12-04 Wenge Guo , Gavin Lynch , Joseph P. Romano

Competition-based approach to controlling the false discovery rate (FDR) recently rose to prominence when, generalizing it to sequential hypothesis testing, Barber and Cand\`es used it as part of their knockoff-filter. Control of the FDR…

Methodology · Statistics 2023-02-24 Arya Ebadi , Dong Luo , Jack Freestone , William Stafford Noble , Uri Keich

Model-free knockoffs is a recently proposed technique for identifying covariates that is likely to have an effect on a response variable. The method is an efficient method to control the false discovery rate in hypothesis tests for separate…

Methodology · Statistics 2019-03-29 Lars Holden , Kristoffer Hellton

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…

Methodology · Statistics 2024-06-06 Yingying Fan , Lan Gao , Jinchi Lv

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…

Methodology · Statistics 2011-03-15 Etienne Roquain

Multiple hypothesis testing has been widely applied to problems dealing with high-dimensional data, e.g., selecting significant variables and controlling the selection error rate. The most prevailing measure of error rate used in the…

Methodology · Statistics 2022-06-07 Xiaoya Sun , Yan Fu