Related papers: Differentially Private Variable Selection via the …

False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the…

False discovery rate (FDR) is a cornerstone of modern multiple testing. However, it often fails to guarantee the reliability of "marginal" discoveries that lie at the boundary of the rejection set, which are often crucial in high-precision…

Controlling the false discovery rate (FDR) in variable selection becomes challenging when predictors are correlated, as existing methods often exclude all members of correlated groups and consequently perform poorly for prediction. We…

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…

Barber and Cand\`es (2015) control of the FDR in feature selection relies on estimating the FDR by the number of knockoff wins +1 divided by the number of original wins. We study the necessity of the +1 in general settings.

We describe a series of algorithms that efficiently implement Gaussian model-X knockoffs to control the false discovery rate on large scale feature selection problems. Identifying the knockoff distribution requires solving a large scale…

This paper introduces the sequential CRT, which is a variable selection procedure that combines the conditional randomization test (CRT) and Selective SeqStep+. Valid p-values are constructed via the flexible CRT, which are then ordered and…

The simultaneous analysis of many statistical tests is ubiquitous in applications. Perhaps the most popular error rate used for avoiding type one error inflation is the false discovery rate (FDR). However, most theoretical and software…

Knockoffs provide a general framework for controlling the false discovery rate when performing variable selection. Much of the Knockoffs literature focuses on theoretical challenges and we recognize a need for bringing some of the current…

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,…

This paper proposes new methodologies for conducting practical differentially private (DP) estimation and inference in high-dimensional linear regression. We first introduce a DP Bayesian Information Criterion (DP-BIC) for selecting the…

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.…

In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed.…

We develop an extension of the Knockoff Inference procedure, introduced by Barber and Candes (2015). This new method, called Aggregation of Multiple Knockoffs (AKO), addresses the instability inherent to the random nature of Knockoff-based…

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…

Predictive modeling often uses black box machine learning methods, such as deep neural networks, to achieve state-of-the-art performance. In scientific domains, the scientist often wishes to discover which features are actually important…

Differential Privacy (DP) is a probabilistic framework that protects privacy while preserving data utility. To protect the privacy of the individuals in the dataset, DP requires adding a precise amount of noise to a statistic of interest;…

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…

We propose the Terminating-Random Experiments (T-Rex) selector, a fast variable selection method for high-dimensional data. The T-Rex selector controls a user-defined target false discovery rate (FDR) while maximizing the number of selected…

We propose new methods to obtain simultaneous false discovery proportion bounds for knockoff-based approaches. We first investigate an approach based on Janson and Su's $k$-familywise error rate control method and interpolation. We then…