Related papers: Beyond Fixed False Discovery Rates: Post-Hoc Confo…

This paper introduces novel weighted conformal p-values and methods for model-free selective inference. The problem is as follows: given test units with covariates $X$ and missing responses $Y$, how do we select units for which the…

Convolutional Neural Networks (CNNs) have achieved state-of-the-art performance in many computer vision tasks. However, high computational and storage demands hinder their deployment into resource-constrained environments, such as embedded…

In the online false discovery rate (FDR) problem, one observes a possibly infinite sequence of $p$-values $P_1,P_2,\dots$, each testing a different null hypothesis, and an algorithm must pick a sequence of rejection thresholds…

We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis $H_i$ we observe both a p-value $p_i$ and some predictor $x_i$ encoding contextual information about the hypothesis. For large-scale…

The horseshoe prior, a widely used handy alternative to the spike-and-slab prior, has proven to be an exceptional default global-local shrinkage prior in Bayesian inference and machine learning. However, designing tests with frequentist…

We propose sequential multiple testing procedures which control the false discover rate (FDR) or the positive false discovery rate (pFDR) under arbitrary dependence between the data streams. This is accomplished by "optimizing" an upper…

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

In online selective conformal inference, data arrives sequentially, and prediction intervals are constructed only when an online selection rule is met. Since online selections may break the exchangeability between the selected test datum…

HF-DFT, the practice of evaluating approximate density functionals on Hartree-Fock densities, has long been used in testing density functional approximations. Density-corrected DFT (DC-DFT) is a general theoretical framework for identifying…

False discovery rate (FDR) is commonly used for correction for multiple testing in neuroimaging studies. However, when using two-tailed tests, making directional inferences about the results can lead to a vastly inflated error rate, even…

After the seminal Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR) was proposed, dozens of papers have attempted to improve its power by adapting to the unknown proportion of nulls. We observe that most null…

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…

In this work we study an adaptive step-down procedure for testing $m$ hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical…

Calibrating deep learning models to yield uncertainty-aware predictions is crucial as deep neural networks get increasingly deployed in safety-critical applications. While existing post-hoc calibration methods achieve impressive results on…

In 2015, Barber and Candes introduced a new variable selection procedure called the knockoff filter to control the false discovery rate (FDR) and prove that this method achieves exact FDR control. Inspired by the work of Barber and Candes…

We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…

Deep neural networks have demonstrated remarkable performance across numerous learning tasks but often suffer from miscalibration, resulting in unreliable probability outputs. This has inspired many recent works on mitigating…

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…

A decision-theoretic characterization of perfect calibration is that an agent seeking to minimize a proper loss in expectation cannot improve their outcome by post-processing a perfectly calibrated predictor. Hu and Wu (FOCS'24) use this to…

We propose a new method for predicting multiple missing links in partially observed networks while controlling the false discovery rate (FDR), a largely unresolved challenge in network analysis. The main difficulty lies in handling complex…