Related papers: Beyond False Discovery Rate: A Stepdown Group SLOP…
While traditional multiple testing procedures prohibit adaptive analysis choices made by users, Goeman and Solari (2011) proposed a simultaneous inference framework that allows users such flexibility while preserving high-probability bounds…
Continuous improvement in medical imaging techniques allows the acquisition of higher-resolution images. When these are used in a predictive setting, a greater number of explanatory variables are potentially related to the dependent…
Testing for differences in features between clusters in various applications often leads to inflated false positives when practitioners use the same dataset to identify clusters and then test features, an issue commonly known as ``double…
We propose a ranking and selection procedure to prioritize relevant predictors and control false discovery proportion (FDP) of variable selection. Our procedure utilizes a new ranking method built upon the de-sparsified Lasso estimator. We…
Tuning the regularization parameter in penalized regression models is an expensive task, requiring multiple models to be fit along a path of parameters. Strong screening rules drastically reduce computational costs by lowering the…
When simultaneously testing multiple hypotheses, the usual approach in the context of confirmatory clinical trials is to control the familywise error rate (FWER), which bounds the probability of making at least one false rejection. In many…
The generalized linear models (GLM) have been widely used in practice to model non-Gaussian response variables. When the number of explanatory features is relatively large, scientific researchers are of interest to perform controlled…
We provide new non-asymptotic false discovery proportion (FDP) confidence envelopes in several multiple testing settings relevant for modern high dimensional-data methods. We revisit the multiple testing scenarios considered in the recent…
False discovery rate (FDR) is a cornerstone of modern multiple testing. However, it often fails to guarantee the reliability of "marginal" discoveries that lie at the boundary of the rejection set, which are often crucial in high-precision…
Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…
Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…
Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm…
We propose a new method to learn the structure of a Gaussian graphical model with finite sample false discovery rate control. Our method builds on the knockoff framework of Barber and Cand\`{e}s for linear models. We extend their approach…
To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically…
In variable or graph selection problems, finding a right-sized model or controlling the number of false positives is notoriously difficult. Recently, a meta-algorithm called Stability Selection was proposed that can provide reliable…
The concept of $k$-FWER has received much attention lately as an appropriate error rate for multiple testing when one seeks to control at least $k$ false rejections, for some fixed $k\ge 1$. A less conservative notion, the $k$-FDR, has been…
This paper introduces a novel Knockoff-guided compressive sensing framework, referred to as \TheName{}, which enhances signal recovery by leveraging precise false discovery rate (FDR) control during the support identification phase. Unlike…
Variable selection is a challenging problem in high-dimensional sparse learning, especially when group structures exist. Group SLOPE performs well for the adaptive selection of groups of predictors. However, the block non-separable group…
In oncological clinical trials, overall survival (OS) is the gold-standard endpoint, but long follow-up and treatment switching can delay or dilute detectable effects. Progression-free survival (PFS) often provides earlier evidence and is…
Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…