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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…

Methodology · Statistics 2023-11-16 Yang Cao , Xinwei Sun , Yuan Yao

Balancing false discovery rate (FDR) control with high statistical power remains a central challenge in high-dimensional variable selection. While several FDR-controlling methods have been proposed, many degrade the original data -- by…

Methodology · Statistics 2025-07-16 Changhu Wang , Ziheng Zhang , Jingyi Jessica Li

There is a challenge in selecting high-dimensional mediators when the mediators have complex correlation structures and interactions. In this work, we frame the high-dimensional mediator selection problem into a series of hypothesis tests…

Methodology · Statistics 2025-09-16 Runqiu Wang , Ran Dai , Jieqiong Wang , Kah Meng Soh , Ziyang Xu , Mohamed Azzam , Hongying Dai , Cheng Zheng

In high-dimensional data analysis, such as financial index tracking or biomedical applications, it is crucial to select the few relevant variables while maintaining control over the false discovery rate (FDR). In these applications, strong…

Portfolio Management · Quantitative Finance 2024-01-31 Jasin Machkour , Daniel P. Palomar , Michael Muma

Voxel-based multiple testing is widely used in neuroimaging data analysis. Traditional false discovery rate (FDR) control methods often ignore the spatial dependence among the voxel-based tests and thus suffer from substantial loss of…

Machine Learning · Statistics 2024-05-06 Taehyo Kim , Hai Shu , Qiran Jia , Mony J. de Leon

Simultaneously performing variable selection and inference in high-dimensional models is an open challenge in statistics and machine learning. The increasing availability of vast amounts of variables requires the adoption of specific…

Methodology · Statistics 2025-10-02 Marco Molinari , Magne Thoresen

Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…

Methodology · Statistics 2020-12-17 Chenguang Dai , Buyu Lin , Xin Xing , Jun S. Liu

This paper is concerned with false discovery rate (FDR) control in large-scale multiple testing problems. We first propose a new data-driven testing procedure for controlling the FDR in large-scale t-tests for one-sample mean problem. The…

Statistics Theory · Mathematics 2020-03-02 Changliang Zou , Haojie Ren , Xu Guo , Runze Li

Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…

Methodology · Statistics 2025-04-29 Pengfei Lyu , Xianyang Zhang , Hongyuan Cao

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…

Methodology · Statistics 2022-06-07 Xiaoya Sun , Yan Fu

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…

Methodology · Statistics 2022-09-02 Jingyi Duan , Yang Ning , Xi Chen , Yong Chen

The complexity of deep neural networks (DNNs) makes them powerful but also makes them challenging to interpret, hindering their applicability in error-intolerant domains. Existing methods attempt to reason about the internal mechanism of…

Machine Learning · Computer Science 2023-09-28 Winston Chen , William Stafford Noble , Yang Young Lu

The uncertainty quantification and error control of classifiers are crucial in many high-consequence decision-making scenarios. We propose a selective classification framework that provides an indecision option for any observations that…

Methodology · Statistics 2022-10-11 Bowen Gang , Yuantao Shi , Wenguang Sun

Controlling the False Discovery Rate (FDR) is critical for reproducible variable selection, especially given the prevalence of complex predictive modeling. The recent Split Knockoff method, an extension of the canonical Knockoffs framework,…

Methodology · Statistics 2025-09-05 Yang Cao , Hangyu Lin , Xinwei Sun , Yuan Yao

While data-driven confounder selection requires careful consideration, it is frequently employed in observational studies. Widely recognized criteria for confounder selection include the minimal-set approach, which involves selecting…

Methodology · Statistics 2025-08-21 Kazuharu Harada , Masataka Taguri

Simultaneously finding multiple influential variables and controlling the false discovery rate (FDR) for linear regression models is a fundamental problem. We here propose the Gaussian Mirror (GM) method, which creates for each predictor…

Methodology · Statistics 2021-03-22 Xin Xing , Zhigen Zhao , Jun S. Liu

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…

Methodology · Statistics 2015-10-15 Rina Foygel Barber , Emmanuel J. Candès

Model-X knockoffs is a flexible wrapper method for high-dimensional regression algorithms, which provides guaranteed control of the false discovery rate (FDR). Due to the randomness inherent to the method, different runs of model-X…

Methodology · Statistics 2023-09-01 Zhimei Ren , Rina Foygel Barber

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…

Methodology · Statistics 2021-05-27 Lilun Du , Xu Guo , Wenguang Sun , Changliang Zou

False discovery rate (FDR) control methods are essential for voxel-wise multiple testing in neuroimaging data analysis, where hundreds of thousands or even millions of tests are conducted to detect brain regions associated with…

Machine Learning · Statistics 2025-05-30 Taehyo Kim , Qiran Jia , Mony J. de Leon , Hai Shu