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The simultaneous analysis of many statistical tests is ubiquitous in applications. Perhaps the most popular error rate used for avoiding type one error inflation is the false discovery rate (FDR). However, most theoretical and software…

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…

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

The positive false discovery rate (pFDR) is a useful overall measure of errors for multiple hypothesis testing, especially when the underlying goal is to attain one or more discoveries. Control of pFDR critically depends on how much…

We consider the detection of binary (antipodal) signals transmitted in a spatially multiplexed fashion over a fading multiple-input multiple-output (MIMO) channel and where the detection is done by means of semidefinite relaxation (SDR).…

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…

High-dimensional sparse generalized linear models (GLMs) have emerged in the setting that the number of samples and the dimension of variables are large, and even the dimension of variables grows faster than the number of samples. False…

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…

Differential privacy provides a rigorous framework for privacy-preserving data analysis. This paper proposes the first differentially private procedure for controlling the false discovery rate (FDR) in multiple hypothesis testing. Inspired…

Barber and Candes recently introduced a feature selection method called knockoff+ that controls the false discovery rate (FDR) among the selected features in the classical linear regression problem. Knockoff+ uses the competition between…

In this paper, we present novel methodologies that incorporate auxiliary variables for multiple hypotheses testing related to the main point of interest while effectively controlling the false discovery rate. When dealing with multiple…

Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…

In recent years, multiple hypothesis testing has come to the forefront of statistical research, ostensibly in relation to applications in genomics and some other emerging fields. The false discovery rate (FDR) and its variants provide very…

Clustered effects are often encountered in multiple hypothesis testing of spatial signals. In this paper, we propose a new method, termed \textit{two-dimensional spatial multiple testing} (2d-SMT) procedure, to control the false discovery…

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…

We introduce a new class of methods for finite-sample false discovery rate (FDR) control in multiple testing problems with dependent test statistics where the dependence is fully or partially known. Our approach separately calibrates a…

With the rapid growth of crowdsourcing platforms it has become easy and relatively inexpensive to collect a dataset labeled by multiple annotators in a short time. However due to the lack of control over the quality of the annotators, some…

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…

This paper studies the means-testing problem under weakly correlated Normal setups. Although quite common in genomic applications, test procedures having exact FWER control under such dependence structures are nonexistent. We explore the…

We derive new algorithms for online multiple testing that provably control false discovery exceedance (FDX) while achieving orders of magnitude more power than previous methods. This statistical advance is enabled by the development of new…