Related papers: Selection from Hierarchical Data with Conformal e-…
In semi-supervised learning, methods that rely on confidence learning to generate pseudo-labels have been widely proposed. However, increasing research finds that when faced with noisy and biased data, the model's representation network is…
Feature screening for ultrahigh-dimension, in general, proceeds with two essential steps. The first step is measuring and ranking the marginal dependence between response and covariates, and the second is determining the threshold. We…
Variable selection plays a fundamental role in high-dimensional data analysis. Various methods have been developed for variable selection in recent years. Well-known examples are forward stepwise regression (FSR) and least angle regression…
Retrieval, the initial stage of a recommendation system, is tasked with down-selecting items from a pool of tens of millions of candidates to a few thousands. Embedding Based Retrieval (EBR) has been a typical choice for this problem,…
In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…
This paper explores the intrinsic connections between the Bayesian false discovery rate (FDR) control procedures and their counterpart of frequentist procedures. We attempt to offer a unified view of FDR control within and beyond the…
Model selection is an indispensable part of data analysis dealing very frequently with fitting and prediction purposes. In this paper, we tackle the problem of model selection in a general linear regression where the parameter matrix…
In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed.…
Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…
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…
Quantifying uncertainty is critical for the safe deployment of ranking models in real-world applications. Recent work offers a rigorous solution using conformal prediction in a full ranking scenario, which aims to construct prediction sets…
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…
High-dimensional feature selection is routinely required to balance statistical power with strict control of multiple-error metrics such as the k-Family-Wise Error Rate (k-FWER) and the False Discovery Proportion (FDP), yet some existing…
In deploying artificial intelligence (AI) models, selective prediction offers the option to abstain from making a prediction when uncertain about model quality. To fulfill its promise, it is crucial to enforce strict and precise error…
Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate in multiple testing problems, and proposed a procedure to control the FDR. For discrete data this procedure may be highly…
We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…
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…
When multiple investigators analyze a common dataset, the data reuse induces dependence across testing procedures, affecting the distribution of errors. Existing techniques of managing dependent tests require either cross-study coordination…
It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…
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…