Related papers: Summary Statistics Knockoffs Inference with Family…
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.…
A new statistical procedure (Model-X \cite{candes2018}) has provided a way to identify important factors using any supervised learning method controlling for FDR. This line of research has shown great potential to expand the horizon of…
This paper develops a framework for testing for associations in a possibly high-dimensional linear model where the number of features/variables may far exceed the number of observational units. In this framework, the observations are split…
We consider the problem of assessing the importance of multiple variables or factors from a dataset when side information is available. In principle, using side information can allow the statistician to pay attention to variables with a…
The goal of feature selection is to identify important features that are relevant to explain an outcome variable. Most of the work in this domain has focused on identifying globally relevant features, which are features that are related to…
The family-wise error rate (FWER) has been widely used in genome-wide association studies. With the increasing availability of functional genomics data, it is possible to increase the detection power by leveraging these genomic functional…
The false discovery rate (FDR)---the expected fraction of spurious discoveries among all the discoveries---provides a popular statistical assessment of the reproducibility of scientific studies in various disciplines. In this work, we…
Model-X knockoffs is a wrapper that transforms essentially any feature importance measure into a variable selection algorithm, which discovers true effects while rigorously controlling the expected fraction of false positives. A frequently…
Researchers in biomedical studies often work with samples that are not selected uniformly at random from the population of interest, a major example being a case-control study. While these designs are motivated by specific scientific…
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,…
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…
When simultaneously testing multiple hypotheses, the usual approach in the context of confirmatory clinical trials is to control the familywise error rate (FWER), which bounds the probability of making at least one false rejection. In many…
We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of…
The $\gamma$-FDP and $k$-FWER multiple testing error metrics, which are tail probabilities of the respective error statistics, have become popular recently as less-stringent alternatives to the FDR and FWER. We propose general and flexible…
Knockoffs is a new framework for controlling the false discovery rate (FDR) in multiple hypothesis testing problems involving complex statistical models. While there has been great emphasis on Type-I error control, Type-II errors have been…
We address challenges in variable selection with highly correlated data that are frequently present in finance, economics, but also in complex natural systems as e.g. weather. We develop a robustified version of the knockoff framework,…
In a multiple testing problem where one is willing to tolerate a few false rejections, procedure controlling the familywise error rate (FWER) can potentially be improved in terms of its ability to detect false null hypotheses by…
Controlling the False Discovery Rate (FDR) is critical for reproducible variable selection, especially given the prevalence of complex predictive modeling. The recent Split Knockoff method, an extension of the canonical Knockoffs framework,…
One important obstacle in applying Dempster-Shafer Theory (DST) is its relationship to frequencies. In particular, there exist serious difficulties in finding factorizations of belief functions from data. In probability theory…
We tackle the problem of selecting from among a large number of variables those that are 'important' for an outcome. We consider situations where groups of variables are also of interest in their own right. For example, each variable might…