Related papers: Online FDR Control for RNAseq Data
Learning, say through direct policy updates, often requires assumptions such as knowing a priori that the initial policy (gain) is stabilizing, or persistently exciting (PE) input-output data, is available. In this paper, we examine online…
In recent years, the advances in single-cell RNA-seq techniques have enabled us to perform large-scale transcriptomic profiling at single-cell resolution in a high-throughput manner. Unsupervised learning such as data clustering has become…
We propose a nonparametric sequential test that aims to address two practical problems pertinent to online randomized experiments: (i) how to do a hypothesis test for complex metrics; (ii) how to prevent type $1$ error inflation under…
Multiple comparison procedures that control a family-wise error rate or false discovery rate provide an achieved error rate as the adjusted p-value for each hypothesis tested. However, since such p-values are not probabilities that the null…
In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…
Offline reinforcement learning often requires a quality dataset that we can train a policy on. However, in many situations, it is not possible to get such a dataset, nor is it easy to train a policy to perform well in the actual environment…
The field of Offline Reinforcement Learning (RL) aims to derive effective policies from pre-collected datasets without active environment interaction. While traditional offline RL algorithms like Conservative Q-Learning (CQL) and Implicit…
We show that the control of the false discovery rate (FDR) for a multiple testing procedure is implied by two coupled simple sufficient conditions. The first one, which we call ``self-consistency condition'', concerns the algorithm itself,…
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…
In sequential decision-making problems, Return-Conditioned Supervised Learning (RCSL) has gained increasing recognition for its simplicity and stability in modern decision-making tasks. Unlike traditional offline reinforcement learning (RL)…
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…
Autonomous systems often have complex and possibly unknown dynamics due to, e.g., black-box components. This leads to unpredictable behaviors and makes control design with performance guarantees a major challenge. This paper presents a…
False discovery rate (FDR) is commonly used for correction for multiple testing in neuroimaging studies. However, when using two-tailed tests, making directional inferences about the results can lead to a vastly inflated error rate, even…
In multiple hypothesis testing, it is well known that adaptive procedures can enhance power via incorporating information about the number of true nulls present. Under independence, we establish that two adaptive false discovery rate (FDR)…
Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…
Online multiple hypothesis testing has attracted a lot of attention in many applications, e.g., anomaly status detection and stock market price monitoring. The state-of-the-art generalized $\alpha$-investing (GAI) algorithms can control…
We propose a novel adaptive reinforcement learning control approach for fault tolerant control of degrading systems that is not preceded by a fault detection and diagnosis step. Therefore, \textit{a priori} knowledge of faults that may…
Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…
This paper discusses several p-value-free multiple hypothesis testing methods proposed in recent years and organizes them by introducing a unified framework termed competition test. Although existing competition tests are effective in…
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…