Related papers: Generalized Boundary FDR Control under Arbitrary D…
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…
Results on the false discovery rate (FDR) and the false nondiscovery rate (FNR) are developed for single-step multiple testing procedures. In addition to verifying desirable properties of FDR and FNR as measures of error rates, these…
In many large scale multiple testing applications, the hypotheses often have a known graphical structure, such as gene ontology in gene expression data. Exploiting this graphical structure in multiple testing procedures can improve power as…
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.…
This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289-300]. We develop a framework in which the False Discovery Proportion (FDP)--the number of false…
Multiple comparison procedures that control a family-wise error rate or false discovery rate provide an achieved error rate as the adjusted p-value for each hypothesis tested. However, since such p-values are not probabilities that the null…
Consider the multiple testing problem of testing null hypotheses $H_1,...,H_s$. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($\mathit{FWER}$),…
Penalized regression methods are an attractive tool for high-dimensional data analysis, but their widespread adoption has been hampered by the difficulty of applying inferential tools. In particular, the question "How reliable is the…
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,…
As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses…
We consider the problem of asynchronous online testing, aimed at providing control of the false discovery rate (FDR) during a continual stream of data collection and testing, where each test may be a sequential test that can start and stop…
This paper discusses several p-value-free multiple hypothesis testing methods proposed in recent years and organizes them by introducing a unified framework termed competition test. Although existing competition tests are effective in…
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…
The genetic basis of multiple phenotypes such as gene expression, metabolite levels, or imaging features is often investigated by testing a large collection of hypotheses, probing the existence of association between each of the traits and…
We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…
We address the multiple testing problem under the assumption that the true/false hypotheses are driven by a Hidden Markov Model (HMM), which is recognized as a fundamental setting to model multiple testing under dependence since the seminal…
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)…
Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff…
Controlling false discovery rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring possible…
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…