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False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the…

Methodology · Statistics 2009-09-29 Weihua Tang , Cun-Hui Zhang

The Probabilistic Serial mechanism is well-known for its desirable fairness and efficiency properties. It is one of the most prominent protocols for the random assignment problem. However, Probabilistic Serial is not incentive-compatible,…

Computer Science and Game Theory · Computer Science 2020-01-30 Zihe Wang , Zhide Wei , Jie Zhang

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses $\mathcal{H}(n) = (H_1,\dotsc, H_n)$, Benjamini and Hochberg introduced the false discovery…

Statistics Theory · Mathematics 2017-07-10 Adel Javanmard , Andrea Montanari

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…

Methodology · Statistics 2010-12-21 Xu Han , Weijie Gu , Jianqing Fan

Despite the popularity of the false discovery rate (FDR) as an error control metric for large-scale multiple testing, its close Bayesian counterpart the local false discovery rate (lfdr), defined as the posterior probability that a…

Methodology · Statistics 2023-09-22 Jake A. Soloff , Daniel Xiang , William Fithian

We study a dynamic model of Bayesian persuasion in sequential decision-making settings. An informed principal observes an external parameter of the world and advises an uninformed agent about actions to take over time. The agent takes…

Computer Science and Game Theory · Computer Science 2022-05-25 Jiarui Gan , Rupak Majumdar , Goran Radanovic , Adish Singla

We study hypothesis testing over a heterogeneous population of strategic agents with private information. Any single test applied uniformly across the population yields statistical error that is sub-optimal relative to the performance of an…

Computer Science and Game Theory · Computer Science 2025-10-27 Flora C. Shi , Martin J. Wainwright , Stephen Bates

Multiple hypothesis testing is a central topic in statistics, but despite abundant work on the false discovery rate (FDR) and the corresponding Type-II error concept known as the false non-discovery rate (FNR), a fine-grained understanding…

Statistics Theory · Mathematics 2017-05-17 Maxim Rabinovich , Aaditya Ramdas , Michael I. Jordan , Martin J. Wainwright

Multiple hypothesis testing, a situation when we wish to consider many hypotheses, is a core problem in statistical inference that arises in almost every scientific field. In this setting, controlling the false discovery rate (FDR), which…

Statistics Theory · Mathematics 2019-03-19 Shiyun Chen , Shiva Kasiviswanathan

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 metrics…

Machine Learning · Statistics 2022-10-10 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

Agentic theorem provers combine a reasoning model, retrieval, search, and a proof assistant verifier, yet it remains unclear which components actually improve finite-budget proof success and why they help on real mathematical workloads. We…

Machine Learning · Statistics 2026-05-26 Sho Sonoda , Shunta Akiyama , Yuya Uezato

We consider a ubiquitous scenario in the Internet economy when individual decision-makers (henceforth, agents) both produce and consume information as they make strategic choices in an uncertain environment. This creates a three-way…

Computer Science and Game Theory · Computer Science 2021-04-09 Yishay Mansour , Aleksandrs Slivkins , Vasilis Syrgkanis , Zhiwei Steven Wu

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…

Statistics Theory · Mathematics 2024-07-01 Perrine Lacroix , Marie-Laure Martin

The false discovery rate (FDR) measures the share of false positives in a set of statistical tests. I develop simple and intuitive bounds on the FDR in cross-sectional predictability publications. The simplest bound requires just a few…

General Finance · Quantitative Finance 2025-11-20 Andrew Y. Chen

Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) with good power. We show that FDR can be…

Statistics Theory · Mathematics 2008-05-21 Zhiyi Chi

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…

Machine Learning · Statistics 2021-01-26 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

The positive false discovery rate (pFDR) is a useful overall measure of errors for multiple hypothesis testing, especially when the underlying goal is to attain one or more discoveries. Control of pFDR critically depends on how much…

Statistics Theory · Mathematics 2011-11-09 Zhiyi Chi

The strategic selection of resources by selfish agents is a classic research direction, with Resource Selection Games and Congestion Games as prominent examples. In these games, agents select available resources and their utility then…

Computer Science and Game Theory · Computer Science 2024-06-14 Jonathan Gadea Harder , Simon Krogmann , Pascal Lenzner , Alexander Skopalik

We study the problem of selection in the context of Bayesian persuasion. We are given multiple agents with hidden values (or quality scores), to whom resources must be allocated by a welfare-maximizing decision-maker. An intermediary with…

Computer Science and Game Theory · Computer Science 2025-11-18 Yannan Bai , Kamesh Munagala , Yiheng Shen , Davidson Zhu