Related papers: Functional knockoffs selection with applications t…

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…

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…

There has been recent interest in extending the ideas of False Discovery Rates (FDR) to variable selection in regression settings. Traditionally the FDR in these settings has been defined in terms of the coefficients of the full regression…

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…

Effectively controlling the false discovery rate (FDR) in high-dimensional variable selection is a fundamental statistical problem that has garnered significant research interest. In this paper, we propose a novel, user-friendly, and…

Sorted L-One Penalized Estimation (SLOPE) has shown the nice theoretical property as well as empirical behavior recently on the false discovery rate (FDR) control of high-dimensional feature selection by adaptively imposing the…

Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…

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…

High-dimensional longitudinal time series data is prevalent across various real-world applications. Many such applications can be modeled as regression problems with high-dimensional time series covariates. Deep learning has been a popular…

Forward regression is a crucial methodology for automatically identifying important predictors from a large pool of potential covariates. In contexts with moderate predictor correlation, forward selection techniques can achieve screening…

In the context of high-dimensional Gaussian linear regression for ordered variables, we study the variable selection procedure via the minimization of the penalized least-squares criterion. We focus on model selection where the penalty…

Variable selection properties of procedures utilizing penalized-likelihood estimates is a central topic in the study of high dimensional linear regression problems. Existing literature emphasizes the quality of ranking of the variables by…

Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…

Deep reinforcement learning (RL) has gained widespread adoption in recent years but faces significant challenges, particularly in unknown and complex environments. Among these, high-dimensional action selection stands out as a critical…

Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

With the development of data collection techniques, analysis with a survival response and high-dimensional covariates has become routine. Here we consider an interaction model, which includes a set of low-dimensional covariates, a set of…

Multiple comparisons in hypothesis testing often encounter structural constraints in various applications. For instance, in structural Magnetic Resonance Imaging for Alzheimer's Disease, the focus extends beyond examining atrophic brain…

While data-driven confounder selection requires careful consideration, it is frequently employed in observational studies. Widely recognized criteria for confounder selection include the minimal-set approach, which involves selecting…

Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational…

This paper deals with the problem of simultaneously making many (M) binary decisions based on one realization of a random data matrix X. M is typically large and X will usually have M rows associated with each of the M decisions to make,…