Related papers: Beyond False Discovery Rate: A Stepdown Group SLOP…
In the multiple testing problem with independent tests, the classical linear step-up procedure controls the false discovery rate (FDR) at level $\pi_0\alpha$, where $\pi_0$ is the proportion of true null hypotheses and $\alpha$ is the…
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…
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 investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…
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…
A classical approach for dealing with the multiple testing problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of at least one false rejection. In many applications, one might be…
Sorted L-One Penalized Estimator (SLOPE) is a relatively new convex optimization procedure for selecting predictors in large data bases. Contrary to LASSO, SLOPE has been proved to be asymptotically minimax in the context of sparse…
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…
Controlling false discovery rate (FDR) is crucial for variable selection, multiple testing, among other signal detection problems. In literature, there is certainly no shortage of FDR control strategies when selecting individual features,…
We consider the problem of variable selection in high-dimensional statistical models where the goal is to report a set of variables, out of many predictors $X_1, \dotsc, X_p$, that are relevant to a response of interest. For linear…
Feature selection is central to contemporary high-dimensional data analysis. Grouping structure among features arises naturally in various scientific problems. Many methods have been proposed to incorporate the grouping structure…
In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…
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…
We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of…
Controlled variable selection is an important analytical step in various scientific fields, such as brain imaging or genomics. In these high-dimensional data settings, considering too many variables leads to poor models and high costs,…
In many fields of science, we observe a response variable together with a large number of potential explanatory variables, and would like to be able to discover which variables are truly associated with the response. At the same time, we…
We develop a flexible feature selection framework based on deep neural networks that approximately controls the false discovery rate (FDR), a measure of Type-I error. The method applies to architectures whose first layer is fully connected.…
The false discovery proportion (FDP) is a convenient way to account for false positives when a large number $m$ of tests are performed simultaneously. Romano and Wolf [Ann. Statist. 35 (2007) 1378-1408] have proposed a general principle…
The problem of selecting a handful of truly relevant variables in supervised machine learning algorithms is a challenging problem in terms of untestable assumptions that must hold and unavailability of theoretical assurances that selection…
Selecting important features that have substantial effects on the response with provable type-I error rate control is a fundamental concern in statistics, with wide-ranging practical applications. Existing knockoff filters, although shown…