相关论文: Simultaneous false discovery proportion bounds via…

Gaussian graphical models emerge in a wide range of fields. They model the statistical relationships between variables as a graph, where an edge between two variables indicates conditional dependence. Unfortunately, well-established…

For a weighted false discovery rate (FDR) procedure for multiple testing the means of equicorrelated normal random variables, we provide an analytic, non-asymptotic, uniform FDR upper bound for its FDR. Two additional and related results…

The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…

The traditional approaches to false discovery rate (FDR) control in multiple hypothesis testing are usually based on the null distribution of a test statistic. However, all types of null distributions, including the theoretical,…

We derive two probabilistic bounds for the relative forward error in the floating point summation of $n$ real numbers, by representing the roundoffs as independent, zero-mean, bounded random variables. The first probabilistic bound is based…

Probabilistic methods have attracted much interest in fault detection design, but its need for complete distributional knowledge is seldomly fulfilled. This has spurred endeavors in distributionally robust fault detection (DRFD) design,…

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 mitigation of false positives is an important issue when conducting multiple hypothesis testing. The most popular paradigm for false positives mitigation in high-dimensional applications is via the control of the false discovery rate…

We provide an efficient algorithm to generate random samples from the bounded kth order statistic in a sample of independent, but not necessarily identically distributed, random variables. The bounds can be upper or lower bounds and need…

Simultaneously testing $K$ hypotheses while controlling the family-wise error rate is a fundamental problem in statistics. Existing procedures (Bonferroni, Holm, Hochberg, Hommel) provide valid control but sacrifice power, increasingly so…

The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…

In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…

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…

Many inference problems, such as sequential decision problems like A/B testing, adaptive sampling schemes like bandit selection, are often online in nature. The fundamental problem for online inference is to provide a sequence of confidence…

In large scale multiple testing, the use of an empirical null distribution rather than the theoretical null distribution can be critical for correct inference. This paper proposes a ``mode matching'' method for fitting an empirical null…

How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted…

In this paper we deepen and enlarge the reflection on the possible advantages of a knockoff approach to genome wide association studies (Sesia et al., 2018), starting from the discussions in Bottolo & Richardson (2019); Jewell & Witten…

We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, such as reachability and full linear temporal logic. The main idea is that we monitor each simulation run on the…

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…

We investigate the robustness of the model-X knockoffs framework with respect to the misspecified or estimated feature distribution. We achieve such a goal by theoretically studying the feature selection performance of a practically…