Related papers: Active multiple testing with proxy p-values and e-…
For some kernel matrices, low-rank approximations can be quickly obtained via analytic techniques. One important class of analytic methods that has received attention in recent years is based on the use of proxy points. Accuracy analysis…
Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…
In a context of multiple hypothesis testing, we provide several new exact calculations related to the false discovery proportion (FDP) of step-up and step-down procedures. For step-up procedures, we show that the number of erroneous…
In this work we study the problem of measuring the fairness of a machine learning model under noisy information. Focusing on group fairness metrics, we investigate the particular but common situation when the evaluation requires controlling…
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…
Modern statisticians are often presented with hundreds or thousands of hypothesis testing problems to evaluate at the same time, generated from new scientific technologies such as microarrays, medical and satellite imaging devices, or flow…
In this paper, we investigate the adequacy testing problem of high-dimensional factor-augmented regression model. Existing test procedures perform not well under dense alternatives. To address this critical issue, we introduce a novel…
Refining one's hypotheses in the light of data is a common scientific practice; however, the dependency on the data introduces selection bias and can lead to specious statistical analysis. An approach for addressing this is via conditioning…
We consider the problem of estimating a causal effect in a multi-domain setting. The causal effect of interest is confounded by an unobserved confounder and can change between the different domains. We assume that we have access to a proxy…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…
P-hacking is prevalent in reality but absent from classical hypothesis testing theory. As a consequence, significant results are much more common than they are supposed to be when the null hypothesis is in fact true. In this paper, we build…
In modern multiple hypothesis testing, the availability of covariate information alongside the primary test statistics has motivated the development of more powerful and adaptive inference methods. However, most existing approaches rely on…
Discovering causal relations is fundamental to reasoning and intelligence. In particular, observational causal discovery algorithms estimate the cause-effect relation between two random entities $X$ and $Y$, given $n$ samples from $P(X,Y)$.…
This is a chapter of the forthcoming Handbook of Multiple Testing. We consider a variety of model selection strategies in a high-dimensional setting, where the number of potential predictors p is large compared to the number of available…
This paper offers a framework for the study of strategic behavior in proxy voting, where non-active voters delegate their votes to active voters. We further study how proxy voting affects the strategic behavior of non-active voters and…
Experimentation platforms in industry must often deal with customer trust issues. Platforms must prove the validity of their claims as well as catch issues that arise. As a central quantity estimated by experimentation platforms, the…
Efficient learning of user preferences is crucial for many modern decision making systems but typically requires costly labeled data. Active learning reduces this cost, yet standard methods are computationally expensive due to pool-based…
We propose an alternative framework to existing setups for controlling false alarms when multiple A/B tests are run over time. This setup arises in many practical applications, e.g. when pharmaceutical companies test new treatment options…
We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…
Simultaneously performing variable selection and inference in high-dimensional regression models is an open challenge in statistics and machine learning. The increasing availability of vast amounts of variables requires the adoption of…