Related papers: Differentially Private Variable Selection via the …

Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about…

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 investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…

In this paper we develop a consistent variable selection procedure for GARCH-X models that identifies the truly relevant exogenous covariates influencing volatility dynamics. The proposed method is based on a multiple hypothesis testing…

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…

Selecting important features in high-dimensional survival analysis is critical for identifying confirmatory biomarkers while maintaining rigorous error control. In this paper, we propose a derandomized knockoffs procedure for Cox regression…

In many scientific problems, researchers try to relate a response variable $Y$ to a set of potential explanatory variables $X = (X_1,\dots,X_p)$, and start by trying to identify variables that contribute to this relationship. In statistical…

Multiple resolutions arise across a range of explanatory features due to domain-specific structures, leading to the formation of feature groups. It follows that the simultaneous detection of significant features and groups aimed at a…

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…

Deep learning has become increasingly popular in both supervised and unsupervised machine learning thanks to its outstanding empirical performance. However, because of their intrinsic complexity, most deep learning methods are largely…

In this work we study an adaptive step-down procedure for testing $m$ hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical…

In real-world applications of reinforcement learning, it is often challenging to obtain a state representation that is parsimonious and satisfies the Markov property without prior knowledge. Consequently, it is common practice to construct…

Differential privacy mechanisms such as the Gaussian or Laplace mechanism have been widely used in data analytics for preserving individual privacy. However, they are mostly designed for continuous outputs and are unsuitable for scenarios…

In a context of multiple hypothesis testing, we provide several new exact calculations related to the false discovery proportion (FDP) of step-up and step-down procedures. For step-up procedures, we show that the number of erroneous…

While traditional multiple testing procedures prohibit adaptive analysis choices made by users, Goeman and Solari (2011) proposed a simultaneous inference framework that allows users such flexibility while preserving high-probability bounds…

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…

The rapid generation of complex, highly skewed, and zero-inflated multi-source count data poses significant challenges for variable selection, particularly in biomedical domains like tumor development and metabolic dysregulation. To address…

Balancing false discovery rate (FDR) control with high statistical power remains a central challenge in high-dimensional variable selection. While several FDR-controlling methods have been proposed, many degrade the original data -- by…

Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

Competition-based FDR control has been commonly used for over a decade in the computational mass spectrometry community (Elias and Gygi, 2007). Recently, the approach has gained significant popularity in other fields after Barber and Candes…