Related papers: Beyond Fixed False Discovery Rates: Post-Hoc Confo…
Most Differentially Private (DP) approaches focus on limiting privacy leakage from learners based on the data that they are trained on, there are fewer approaches that consider leakage when procedures involve a calibration dataset which is…
Algorithms that ensure reproducible findings from large-scale, high-dimensional data are pivotal in numerous signal processing applications. In recent years, multivariate false discovery rate (FDR) controlling methods have emerged,…
In multiple hypothesis testing, it is well known that adaptive procedures can enhance power via incorporating information about the number of true nulls present. Under independence, we establish that two adaptive false discovery rate (FDR)…
Suppose that one can construct a valid $(1-\delta)$-confidence interval (CI) for each of $K$ parameters of potential interest. If a data analyst uses an arbitrary data-dependent criterion to select some subset $S$ of parameters, then the…
Every uncalibrated classifier has a corresponding true calibration map that calibrates its confidence. Deviations of this idealistic map from the identity map reveal miscalibration. Such calibration errors can be reduced with many post-hoc…
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…
Conformal Prediction (CP) is a powerful statistical machine learning tool to construct uncertainty sets with coverage guarantees, which has fueled its extensive adoption in generating prediction regions for decision-making tasks, e.g.,…
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.…
Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…
Online testing procedures aim to control the extent of false discoveries over a sequence of hypothesis tests, allowing for the possibility that early-stage test results influence the choice of hypotheses to be tested in later stages.…
In many applications, it is desirable that a classifier not only makes accurate predictions, but also outputs calibrated posterior probabilities. However, many existing classifiers, especially deep neural network classifiers, tend to be…
The recent e-Benjamini-Hochberg (e-BH) procedure for multiple hypothesis testing is known to control the false discovery rate (FDR) under arbitrary dependence between the input e-values. This paper points out an important subtlety when…
Multiple testing literature contains ample research on controlling false discoveries for hypotheses classified according to one criterion, which we refer to as one-way classified hypotheses. Although simultaneous classification of…
This paper investigates the post-hoc calibration of confidence for "exploratory" machine learning classification problems. The difficulty in these problems stems from the continuing desire to push the boundaries of which categories have…
This paper introduces the sequential CRT, which is a variable selection procedure that combines the conditional randomization test (CRT) and Selective SeqStep+. Valid p-values are constructed via the flexible CRT, which are then ordered and…
The False Discovery Rate (FDR) paradigm aims to attain certain control on Type I errors with relatively high power for multiple hypothesis testing. The Benjamini--Hochberg (BH) procedure is a well-known FDR controlling procedure. Under a…
False discovery rates (FDR) are an essential component of statistical inference, representing the propensity for an observed result to be mistaken. FDR estimates should accompany observed results to help the user contextualize the relevance…
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…
Large-scale hypothesis testing is central to modern science, where controlling the False Discovery Rate (FDR) has become the standard approach to managing false positives across many simultaneous tests. Hypotheses rarely exist in isolation;…
There are a number of ways to test for the absence/presence of a spatial signal in a completely observed fine-resolution image. One of these is a powerful nonparametric procedure called Enhanced False Discovery Rate (EFDR). A drawback of…