Related papers: Local False Discovery Rate Estimation with Competi…

When testing multiple hypotheses, a suitable error rate should be controlled even in exploratory trials. Conventional methods to control the False Discovery Rate (FDR) assume that all p-values are available at the time point of test…

In 2015, Barber and Candes introduced a new variable selection procedure called the knockoff filter to control the false discovery rate (FDR) and prove that this method achieves exact FDR control. Inspired by the work of Barber and Candes…

In large scale multiple testing problems, a two-class empirical Bayes approach can be used to control the false discovery rate (Fdr) for the entire array of hypotheses under study. A sample splitting step is incorporated to modify that…

The knockoff filter, recently developed by Barber and Candes, is an effective procedure to perform variable selection with a controlled false discovery rate (FDR). We propose a private version of the knockoff filter by incorporating…

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…

Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…

Modern data analysis frequently involves large-scale hypothesis testing, which naturally gives rise to the problem of maintaining control of a suitable type I error rate, such as the false discovery rate (FDR). In many biomedical and…

Large-scale hypothesis testing is central to modern science, where controlling the False Discovery Rate (FDR) has become the standard approach to managing false positives across many simultaneous tests. Hypotheses rarely exist in isolation;…

Recent tools for interactive data exploration significantly increase the chance that users make false discoveries. The crux is that these tools implicitly allow the user to test a large body of different hypotheses with just a few clicks…

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…

Addressing the simultaneous identification of contributory variables while controlling the false discovery rate (FDR) in high-dimensional data is a crucial statistical challenge. In this paper, we propose a novel model-free variable…

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Large-scale multiple testing with highly correlated test statistics arises frequently in many scientific research. Incorporating correlation information in estimating false discovery proportion has attracted increasing attention in recent…

In multiple hypotheses testing it has become widely popular to make inference on the true discovery proportion (TDP) of a set $\mathcal{M}$ of null hypotheses. This approach is useful for several application fields, such as neuroimaging and…

Multiple testing has been a popular topic in statistical research. Although vast works have been done, controlling the false discoveries remains a challenging task when the corresponding test statistics are dependent. Various methods have…

This paper studies the semi-supervised novelty detection problem where a set of "typical" measurements is available to the researcher. Motivated by recent advances in multiple testing and conformal inference, we propose AdaDetect, a…

Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate in multiple testing problems, and proposed a procedure to control the FDR. For discrete data this procedure may be highly…

Controlling false discovery rate (FDR) is crucial for variable selection, multiple testing, among other signal detection problems. In literature, there is certainly no shortage of FDR control strategies when selecting individual features,…

In many existing methods in multiple comparison, one starts with either Fisher's p-values or the local fdr scores. The former one, with a usual definition as the tail probability exceeding the observed test statistic under the null…

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…