Related papers: False Discovery Rate Control for Confounder Select…
Differential privacy provides a rigorous framework for privacy-preserving data analysis. This paper proposes the first differentially private procedure for controlling the false discovery rate (FDR) in multiple hypothesis testing. Inspired…
We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…
We study the properties of false discovery rate (FDR) thresholding, viewed as a classification procedure. The "0"-class (null) is assumed to have a known density while the "1"-class (alternative) is obtained from the "0"-class either by…
In many statistical problems the hypotheses are naturally divided into groups, and the investigators are interested to perform group-level inference, possibly along with inference on individual hypotheses. We consider the goal of…
Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff…
In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…
In many practical applications of multiple hypothesis testing using the False Discovery Rate (FDR), the given hypotheses can be naturally partitioned into groups, and one may not only want to control the number of false discoveries (wrongly…
The false discovery rate (FDR) and the false non-discovery rate (FNR), defined as the expected false discovery proportion (FDP) and the false non-discovery proportion (FNP), are the most popular benchmarks for multiple testing. Despite the…
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 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…
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…
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…
In large-scale multiple hypothesis testing problems, the false discovery exceedance (FDX) provides a desirable alternative to the widely used false discovery rate (FDR) when the false discovery proportion (FDP) is highly variable. We…
Online testing procedures assume that hypotheses are observed in sequence, and allow the significance thresholds for upcoming tests to depend on the test statistics observed so far. Some of the most popular online methods include alpha…
We introduce a new class of methods for finite-sample false discovery rate (FDR) control in multiple testing problems with dependent test statistics where the dependence is fully or partially known. Our approach separately calibrates a…
We introduce tools for controlled variable selection to economists. In particular, we apply a recently introduced aggregation scheme for false discovery rate (FDR) control to German administrative data to determine the parts of 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…
Identifying areas where the signal is prominent is an important task in image analysis, with particular applications in brain mapping. In this work, we develop confidence regions for spatial excursion sets above and below a given level. We…
This paper discusses several p-value-free multiple hypothesis testing methods proposed in recent years and organizes them by introducing a unified framework termed competition test. Although existing competition tests are effective in…
There are a number of ways to test for the absence/presence of a spatial signal in a completely observed fine-resolution image. One of these is a powerful nonparametric procedure called Enhanced False Discovery Rate (EFDR). A drawback of…