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Motivated by the gene co-expression pattern analysis, we propose a novel sample quantile-based contingency (squac) statistic to infer quantile associations conditioning on covariates. It features enhanced flexibility in handling variables…
Model-X knockoffs is a general procedure that can leverage any feature importance measure to produce a variable selection algorithm, which discovers true effects while rigorously controlling the number or fraction of false positives.…
We introduce local conditional hypotheses that express how the relation between explanatory variables and outcomes changes across different contexts, described by covariates. By expanding upon the model-X knockoff filter, we show how to…
Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…
We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the…
We propose a ranking and selection procedure to prioritize relevant predictors and control false discovery proportion (FDP) of variable selection. Our procedure utilizes a new ranking method built upon the de-sparsified Lasso estimator. We…
Many of the traditional recommendation algorithms are designed based on the fundamental idea of mining or learning correlative patterns from data to estimate the user-item correlative preference. However, pure correlative learning may lead…
Feature selection is central to contemporary high-dimensional data analysis. Grouping structure among features arises naturally in various scientific problems. Many methods have been proposed to incorporate the grouping structure…
We introduce conditional push-forward neural networks (CPFN), a generative framework for conditional distribution estimation. Instead of directly modeling the conditional density $f_{Y|X}$, CPFN learns a stochastic map…
False discovery rate (FDR) control is a popular approach for maintaining the integrity of statistical analyses, especially in high-dimensional data settings, where multiple comparisons increase the risk of false positives. FDR control has…
Genomic data are subject to various sources of confounding, such as demographic variables, biological heterogeneity, and batch effects. To identify genomic features associated with a variable of interest in the presence of confounders, the…
Conditional particle filters (CPFs) with backward/ancestor sampling are powerful methods for sampling from the posterior distribution of the latent states of a dynamic model such as a hidden Markov model. However, the performance of these…
This paper outlines a unified framework for high dimensional variable selection for classification problems. Traditional approaches to finding interesting variables mostly utilize only partial information through moments (like mean…
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 traditional framework for feature selection treats all features as costing the same amount. However, in reality, a scientist often has considerable discretion regarding which variables to measure, and the decision involves a tradeoff…
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…
In this article, we propose a novel strategy for conducting variable selection without prior model topology knowledge using the knockoff method with boosted tree models. Our method is inspired by the original knockoff method, where the…
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…
Conditional Random Fields (CRFs) are undirected graphical models, a special case of which correspond to conditionally-trained finite state machines. A key advantage of these models is their great flexibility to include a wide array of…
We consider the variable selection problem, which seeks to identify important variables influencing a response $Y$ out of many candidate features $X_1, \ldots, X_p$. We wish to do so while offering finite-sample guarantees about the…