Related papers: A Computationally Efficient Approach to False Disc…
The false discovery rate (FDR) and false nondiscovery rate (FNDR) have received considerable attention in the literature on multiple testing. These performance measures are also appropriate for classification, and in this work we develop…
This paper proposes new methodologies for conducting practical differentially private (DP) estimation and inference in high-dimensional linear regression. We first introduce a DP Bayesian Information Criterion (DP-BIC) for selecting the…
In recent years, deep learning has been at the center of analytics due to its impressive empirical success in analyzing complex data objects. Despite this success, most of the existing tools behave like black-box machines, thus the…
Some effort has been undertaken over the last decade to provide conditions for the control of the false discovery rate by the linear step-up procedure (LSU) for testing $n$ hypotheses when test statistics are dependent. In this paper we…
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 effective utilization of structural information in data while ensuring statistical validity poses a significant challenge in false discovery rate (FDR) analyses. Conformal inference provides rigorous theory for grounding complex machine…
In machine learning and statistical data analysis, we often run into objective function that is a summation: the number of terms in the summation possibly is equal to the sample size, which can be enormous. In such a setting, the stochastic…
The use of weights provides an effective strategy to incorporate prior domain knowledge in large-scale inference. This paper studies weighted multiple testing in a decision-theoretic framework. We develop oracle and data-driven procedures…
When in a digital control strategy there are samples lost due to limitations, diff t multirate (MR) control options can be used for solving the problem: Dual-rate inferential control (IC) and model-based dual-rate control (MBDR). The…
In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…
Conformal inference provides a general distribution-free method to rigorously calibrate the output of any machine learning algorithm for novelty detection. While this approach has many strengths, it has the limitation of being randomized,…
We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…
The steep rise in availability and usage of high-throughput technologies in biology brought with it a clear need for methods to control the False Discovery Rate (FDR) in multiple tests. Benjamini and Hochberg (BH) introduced in 1995 a…
Selecting high-quality candidates from large datasets is critical in applications such as drug discovery, precision medicine, and alignment of large language models (LLMs). While Conformal Selection (CS) provides rigorous uncertainty…
MaxT is a highly popular resampling-based multiple testing procedure, which controls the Familywise Error Rate (FWER) and is powerful under dependence. This paper generalizes maxT to what we term ``multi-resolution'' False Discovery…
Modern biotechnologies often result in high-dimensional data sets with much more variables than observations (n $\ll$ p). These data sets pose new challenges to statistical analysis: Variable selection becomes one of the most important…
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…
Major internet companies routinely perform tens of thousands of A/B tests each year. Such large-scale sequential experimentation has resulted in a recent spurt of new algorithms that can provably control the false discovery rate (FDR) in a…
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,…
This paper provides two general classes of multiple decision functions where each member of the first class strongly controls the family-wise error rate (FWER), while each member of the second class strongly controls the false discovery…