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Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…
In modern scientific experiments, we frequently encounter data that have large dimensions, and in some experiments, such high dimensional data arrive sequentially rather than full data being available all at a time. We develop multiple…
While E-commerce has been growing explosively and online shopping has become popular and even dominant in the present era, online transaction fraud control has drawn considerable attention in business practice and academic research.…
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…
Weighting the p-values is a well-established strategy that improves the power of multiple testing procedures while dealing with heterogeneous data. However, how to achieve this task in an optimal way is rarely considered in the literature.…
The introduction of the false discovery rate (FDR) by Benjamini and Hochberg has spurred a great interest in developing methodologies to control the FDR in various settings. The majority of existing approaches, however, address the FDR…
The False Discovery Rate (FDR) paradigm aims to attain certain control on Type I errors with relatively high power for multiple hypothesis testing. The Benjamini--Hochberg (BH) procedure is a well-known FDR controlling procedure. Under a…
In the online false discovery rate (FDR) problem, one observes a possibly infinite sequence of $p$-values $P_1,P_2,\dots$, each testing a different null hypothesis, and an algorithm must pick a sequence of rejection thresholds…
We propose a new empirical Bayes method for covariate-assisted multiple testing with false discovery rate (FDR) control, where we model the local false discovery rate for each hypothesis as a function of both its covariates and p-value. Our…
Autonomous Driving Systems (ADSs) continue to face safety-critical risks due to the inherent limitations in their design and performance capabilities. Online repair plays a crucial role in mitigating such limitations, ensuring the runtime…
Practical employment of Bayesian trial designs is still rare. Even if accepted in principle, the regulators have commonly required that such designs be calibrated according to an upper bound for the frequentist type I error rate. This…
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…
Stability and reproducibility are essential considerations in various applications of statistical methods. False Discovery Rate (FDR) control methods are able to control false signals in scientific discoveries. However, many FDR control…
Adverse drug reactions (ADRs) are a major barrier to safe and effective pharmacotherapy and increasingly reflect higher order interactions between drugs, genetic background, and clinical phenotypes. Existing graph based approaches usually…
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,…
This paper studies the distributed conditional feature screening for massive data with ultrahigh-dimensional features. Specifically, three distributed partial correlation feature screening methods (SAPS, ACPS and JDPS methods) are firstly…
In Marandon (2023), the author introduces a procedure to detect true edges from a partially observed graph using a conformal prediction fashion: first computing scores from a trained function, deriving conformal p-values from them and…
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 many scientific settings there is a need for adaptive experimental design to guide the process of identifying regions of the search space that contain as many true positives as possible subject to a low rate of false discoveries (i.e.…
Click-Through Rate (CTR) prediction is critical for industrial recommender systems, where most deep CTR models follow an Embedding \& Feature Interaction paradigm. However, the majority of methods focus on designing network architectures to…