Related papers: e-GAI: e-value-based Generalized $\alpha$-Investin…
Fraudulent transactions and how to detect them remain a significant problem for financial institutions around the world. The need for advanced fraud detection systems to safeguard assets and maintain customer trust is paramount for…
An Intrusion Detection System (IDS) is vital in cybersecurity, detecting unauthorized activity across networks. With attacks on network layers increasing, stronger IDSs are needed. Yet most IDSs rely on centralized detection, forcing IoT…
Major internet companies routinely perform tens of thousands of A/B tests each year. Such large-scale sequential experimentation has resulted in a recent spurt of new algorithms that can provably control the false discovery rate (FDR) in a…
We propose an online false discovery rate (FDR) controlling method based on conditional local FDR (LIS), designed for infectious disease datasets that are discrete and exhibit complex dependencies. Unlike existing online FDR methods, which…
Compared to p-values, e-values provably guarantee safe, valid inference. If the goal is to test multiple hypotheses simultaneously, one can construct e-values for each individual test and then use the recently developed e-BH procedure to…
Multiple hypothesis testing has been widely applied to problems dealing with high-dimensional data, e.g., selecting significant variables and controlling the selection error rate. The most prevailing measure of error rate used in the…
Recent tools for interactive data exploration significantly increase the chance that users make false discoveries. The crux is that these tools implicitly allow the user to test a large body of different hypotheses with just a few clicks…
Motivated by recent findings in Li and Zhang (2025), which established an equivalence between certain p-value-based multiple testing procedures and the e-Benjamini-Hochberg procedure (Wang and Ramdas, 2022), we introduce a general framework…
The knockoff filter is a powerful tool for controlled variable selection with false discovery rate (FDR) control. In this paper, we leverage e-values to allow the nominal FDR level to be switched post-hoc, after looking at the data and…
Platform trials evaluate multiple experimental treatments under a single master protocol, where new treatment arms are added to the trial over time. Given the multiple treatment comparisons, there is the potential for inflation of the…
U.S. financial institutions deploying AI-based fraud detection face a fragmented compliance landscape spanning four regulatory frameworks -- OCC Bulletin 2011-12, SR 11-7, the CFPB AI circular, and FinCEN BSA/SAR requirements -- with no…
A standard practice in statistical hypothesis testing is to mention the p-value alongside the accept/reject decision. We show the advantages of mentioning an e-value instead. With p-values, it is not clear how to use an extreme observation…
Graph anomaly detection (GAD) is crucial in applications like fraud detection and cybersecurity. Despite recent advancements using graph neural networks (GNNs), two major challenges persist. At the model level, most methods adopt a…
We propose sequential multiple testing procedures which control the false discover rate (FDR) or the positive false discovery rate (pFDR) under arbitrary dependence between the data streams. This is accomplished by "optimizing" an upper…
In genome-wide association studies, hundreds of thousands of genetic features (genes, proteins, etc.) in a given case-control population are tested to verify existence of an association between each genetic marker and a specific disease. A…
This paper is a review of the popular Benjamini Hochberg Method and other related useful methods of Multiple Hypothesis testing. This is written with the purpose of serving a short but complete easy to understand review of the main article…
We present a novel necessary and sufficient principle for multiple testing methods controlling an expected loss. This principle asserts that every such multiple testing method is a special case of a general closed testing procedure based on…
The PC algorithm allows investigators to estimate a complete partially directed acyclic graph (CPDAG) from a finite dataset, but few groups have investigated strategies for estimating and controlling the false discovery rate (FDR) of the…
Due to the trial-and-error nature, it is typically challenging to apply RL algorithms to safety-critical real-world applications, such as autonomous driving, human-robot interaction, robot manipulation, etc, where such errors are not…
We consider problems where many, somewhat redundant, hypotheses are tested and we are interested in reporting the most precise rejections, with false discovery rate (FDR) control. This is the case, for example, when researchers are…