Related papers: Improving the adjusted Benjamini--Hochberg method …
We propose a new adaptive empirical Bayes framework, the Bag-Of-Null-Statistics (BONuS) procedure, for multiple testing where each hypothesis testing problem is itself multivariate or nonparametric. BONuS is an adaptive and interactive…
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…
In the sparse sequence model, we consider a popular Bayesian multiple testing procedure and investigate for the first time its behaviour from the frequentist point of view. Given a spike-and-slab prior on the high-dimensional sparse unknown…
Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…
Weighting the p-values is a well-established strategy that improves the power of multiple testing procedures while dealing with heterogeneous data. However, how to achieve this task in an optimal way is rarely considered in the literature.…
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…
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…
We investigate the robustness of the model-X knockoffs framework with respect to the misspecified or estimated feature distribution. We achieve such a goal by theoretically studying the feature selection performance of a practically…
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…
In a multiple testing task, finding an appropriate estimator of the proportion $\pi_0$ of non-signal in the data to boost power of false discovery rate (FDR) controlling procedures is a long-standing research theme, sometimes referred to as…
The rejection threshold used for e-values and e-processes is by default set to $1/\alpha$ for a guaranteed type-I error control at $\alpha$, based on Markov's and Ville's inequalities. This threshold can be wasteful in practical…
This paper introduces the \texttt{FDR-linking} theorem, a novel technique for understanding \textit{non-asymptotic} FDR control of the Benjamini--Hochberg (BH) procedure under arbitrary dependence of the $p$-values. This theorem offers a…
Conformal selection (CS) uses calibration data to identify test inputs whose unobserved outcomes are likely to satisfy a pre-specified minimal quality requirement, while controlling the false discovery rate (FDR). Existing methods fix the…
The e-value is gaining traction as a robust alternative to p-values and Bayes factors for quantifying statistical evidence. e-values are a promising method for adaptive clinical trials due to their anytime-validity: e-values ensure type I…
This paper develops a framework for testing for associations in a possibly high-dimensional linear model where the number of features/variables may far exceed the number of observational units. In this framework, the observations are split…
Controlling the false discovery rate (FDR) in variable selection becomes challenging when predictors are correlated, as existing methods often exclude all members of correlated groups and consequently perform poorly for prediction. We…
Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is…
Online controlled experiments (also known as A/B Testing) have been viewed as a golden standard for large data-driven companies since the last few decades. The most common A/B testing framework adopted by many companies use "average…
Distribution-free predictive inference beyond the construction of prediction sets has gained a lot of interest in recent applications. One such application is the selection task, where the objective is to design a reliable selection rule to…
For multiple testing based on p-values with c\`{a}dl\`{a}g distribution functions, we propose an FDR procedure "BH+" with proven conservativeness. BH+ is at least as powerful as the BH procedure when they are applied to super-uniform…