Related papers: Everywhere Valid Bounds on False Discovery Proport…
This paper presents a survey on some recent advances for the type I error rate control in multiple testing methodology. We consider the problem of controlling the $k$-family-wise error rate (kFWER, probability to make $k$ false discoveries…
Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…
The present paper establishes new multiple procedures for simultaneous testing of a large number of hypotheses under dependence. Special attention is devoted to experiments with rare false hypotheses. This sparsity assumption is typically…
We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test. In outlier hypothesis testing, one is given multiple observed sequences, where most sequences are…
In large-scale multiple hypothesis testing problems, the false discovery exceedance (FDX) provides a desirable alternative to the widely used false discovery rate (FDR) when the false discovery proportion (FDP) is highly variable. We…
The Benjamini-Hochberg (BH) procedure is a celebrated method for multiple testing with false discovery rate (FDR) control. In this paper, we consider large-scale distributed networks where each node possesses a large number of p-values and…
In this paper, we address conditional testing problems through the conformal inference framework. We define the localized conformal p-values by inverting prediction intervals and prove their theoretical properties. These defined p-values…
Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…
The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is…
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…
Monte Carlo tests are widely used for computing valid p-values without requiring known distributions of test statistics. When performing multiple Monte Carlo tests, it is essential to maintain control of the type I error. Some techniques…
The false discovery rate (FDR) measures the share of false positives in a set of statistical tests. I develop simple and intuitive bounds on the FDR in cross-sectional predictability publications. The simplest bound requires just a few…
Differentially private multiple testing procedures can protect the information of individuals used in hypothesis tests while guaranteeing a small fraction of false discoveries. In this paper, we propose a differentially private adaptive FDR…
As the volume and complexity of data continue to expand across various scientific disciplines, the need for robust methods to account for the multiplicity of comparisons has grown widespread. A popular measure of type 1 error rate in…
Research on Out-Of-Distribution (OOD) detection focuses mainly on building scores that efficiently distinguish OOD data from In Distribution (ID) data. On the other hand, Conformal Prediction (CP) uses non-conformity scores to construct…
In recent mutation studies, analyses based on protein domain positions are gaining popularity over gene-centric approaches since the latter have limitations in considering the functional context that the position of the mutation provides.…
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…
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…
Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient…
We provide the first differentially private algorithms for controlling the false discovery rate (FDR) in multiple hypothesis testing, with essentially no loss in power under certain conditions. Our general approach is to adapt a well-known…