Related papers: Mapping beyond diseases: Controlled variable selec…
Controlling the False Discovery Rate (FDR) in a variable selection procedure is critical for reproducible discoveries, and it has been extensively studied in sparse linear models. However, it remains largely open in scenarios where the…
We tackle the problem of selecting from among a large number of variables those that are 'important' for an outcome. We consider situations where groups of variables are also of interest in their own right. For example, each variable might…
Conditional independence testing (CIT) is essential for reliable scientific discovery. It prevents spurious findings and enables controlled feature selection. Recent CIT methods have used machine learning (ML) models as surrogates of the…
Randomized controlled trials are not only the golden standard in medicine and vaccine trials but have spread to many other disciplines like behavioral economics, making it an important interdisciplinary tool for scientists. When designing…
Stability and reproducibility are essential considerations in various applications of statistical methods. False Discovery Rate (FDR) control methods are able to control false signals in scientific discoveries. However, many FDR control…
Power and reproducibility are key to enabling refined scientific discoveries in contemporary big data applications with general high-dimensional nonlinear models. In this paper, we provide theoretical foundations on the power and robustness…
In many multiple testing applications in genetics, the signs of test statistics provide useful directional information, such as whether genes are potentially up- or down-regulated between two experimental conditions. However, most existing…
The knockoff filter of Barber and Candes (arXiv:1404.5609) is a flexible framework for multiple testing in supervised learning models, based on introducing synthetic predictor variables to control the false discovery rate (FDR). Using the…
In 2015, Barber and Candes introduced a new variable selection procedure called the knockoff filter to control the false discovery rate (FDR) and prove that this method achieves exact FDR control. Inspired by the work of Barber and Candes…
In large scale multiple testing problems, a two-class empirical Bayes approach can be used to control the false discovery rate (Fdr) for the entire array of hypotheses under study. A sample splitting step is incorporated to modify that…
One challenge in exploratory association studies using observational data is that the associations between the predictors and the outcome are potentially weak and rare, and the candidate predictors have complex correlation structures. False…
The Model-X knockoffs is a practical methodology for variable selection, which stands out from other selection strategies since it allows for the control of the false discovery rate (FDR), relying on finite-sample guarantees. In this…
High-dimensional variable selection has emerged as one of the prevailing statistical challenges in the big data revolution. Many variable selection methods have been adapted for identifying single nucleotide polymorphisms (SNPs) linked to…
In high dimensional variable selection problems, statisticians often seek to design multiple testing procedures that control the False Discovery Rate (FDR), while concurrently identifying a greater number of relevant variables. Model-X…
Although sparse autoencoders (SAEs) are crucial for identifying interpretable features in neural networks, it is still challenging to distinguish between real computational patterns and erroneous correlations. We introduce Model-X knockoffs…
In many scenarios such as genome-wide association studies where dependences between variables commonly exist, it is often of interest to infer the interaction effects in the model. However, testing pairwise interactions among millions of…
The knockoff filter is a recent false discovery rate (FDR) control method for high-dimensional linear models. We point out that knockoff has three key components: ranking algorithm, augmented design, and symmetric statistic, and each…
This paper presents a survey on some recent advances for the type I error rate control in multiple testing methodology. We consider the problem of controlling the $k$-family-wise error rate (kFWER, probability to make $k$ false discoveries…
We extend the knockoffs method for selecting predictors to clustered data (cross-sectional or repeated measures). In the setting of clustered data, variable selection is complex because some predictors are measured at the observation level…
We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the…