相关论文: Generalized Alpha Investing: Definitions, Optimali…

One important partition of algorithms for controlling the false discovery rate (FDR) in multiple testing is into offline and online algorithms. The first generally achieve significantly higher power of discovery, while the latter allow…

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…

Much effort has been done to control the "false discovery rate" (FDR) when $m$ hypotheses are tested simultaneously. The FDR is the expectation of the "false discovery proportion" $\text{FDP}=V/R$ given by the ratio of the number of false…

The past decade has seen the rapid development of Reinforcement Learning, which acquires impressive performance with numerous training resources. However, one of the greatest challenges in RL is generalization efficiency (i.e.,…

Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…

Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

Controlling the false discovery rate (FDR) in variable selection becomes challenging when predictors are correlated, as existing methods often exclude all members of correlated groups and consequently perform poorly for prediction. We…

Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) with good power. We show that FDR can be…

We discuss several approaches to defining power in studies designed around the Benjamini-Hochberg (BH) false discovery rate (FDR) procedure. We focus primarily on the \textit{average power} and the $\lambda$-\textit{power}, which are the…

A systematic multiple hypothesis testing approach is applied to the search for astrophysical sources of high energy neutrinos. The method is based on the maximisation of the detection power maintaining the control of the confidence level of…

In bandit multiple hypothesis testing, each arm corresponds to a different null hypothesis that we wish to test, and the goal is to design adaptive algorithms that correctly identify large set of interesting arms (true discoveries), while…

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…

The present paper introduces new adaptive multiple tests which rely on the estimation of the number of true null hypotheses and which control the false discovery rate (FDR) at level alpha for finite sample size. We derive exact formulas for…

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

We introduce an equilibrium asset pricing model, which we build on the relationship between a novel risk measure, the Expected Downside Risk (EDR) and the expected return. On the one hand, our proposed risk measure uses a nonparametric…

Major internet companies routinely perform tens of thousands of A/B tests each year. Such large-scale sequential experimentation has resulted in a recent spurt of new algorithms that can provably control the false discovery rate (FDR) in a…

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…

When testing a number of statistical hypotheses using data from location families, it is often useful to control the false discovery rate (FDR) not just for hypotheses of the null values but also of other parameter values that are deemed…

Automatic fault detection (AFD) is a key technology to optimize the Operation and Maintenance of photovoltaic (PV) systems portfolios. A very common approach to detect faults in PV systems is based on the comparison between measured and…

The complexity of financial data, characterized by its variability and low signal-to-noise ratio, necessitates advanced methods in quantitative investment that prioritize both performance and interpretability.Transitioning from early manual…