相关论文: Everywhere Valid Bounds on False Discovery Proport…
Several classical methods exist for controlling the false discovery exceedance (FDX) for large scale multiple testing problems, among them the Lehmann-Romano procedure ([LR] below) and the Guo-Romano procedure ([GR] below). While these two…
Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…
This work concerns controlling the false discovery rate (FDR) in networks under communication constraints. We present sample-and-forward, a flexible and communication-efficient version of the Benjamini-Hochberg (BH) procedure for multihop…
We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of…
The Benjamini-Hochberg (BH) procedure is widely used to control the false detection rate (FDR) in multiple testing. Applications of this control abound in drug discovery, forensics, anomaly detection, and, in particular, machine learning,…
The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…
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…
Obtaining high-quality labels for large datasets is expensive, requiring massive annotations from human experts. While AI models offer a cost-effective alternative by predicting labels, their label quality is compromised by the unavoidable…
This paper is a review of the popular Benjamini Hochberg Method and other related useful methods of Multiple Hypothesis testing. This is written with the purpose of serving a short but complete easy to understand review of the main article…
We propose a ranking and selection procedure to prioritize relevant predictors and control false discovery proportion (FDP) of variable selection. Our procedure utilizes a new ranking method built upon the de-sparsified Lasso estimator. We…
Multiple hypothesis testing, a situation when we wish to consider many hypotheses, is a core problem in statistical inference that arises in almost every scientific field. In this setting, controlling the false discovery rate (FDR), which…
Conformal prediction is a powerful tool for constructing prediction intervals for black-box models, providing a finite sample coverage guarantee for exchangeable data. However, this exchangeability is compromised when some entries of the…
Controlling the false discovery rate (FDR) is a critical challenge in large-scale data analysis, particularly in the presence of outliers. A common practice involves imposing a Student-$t$ distribution to eliminate the influence of…
We consider multiple testing with false discovery rate (FDR) control when p-values have discrete and heterogeneous null distributions. We propose a new estimator of the proportion of true null hypotheses and demonstrate that it is less…
We are considered with the false discovery rate (FDR) of the linear step-up test $\varphi^{LSU}$ considered by Benjamini and Hochberg (1995). It is well known that $\varphi^{LSU}$ controls the FDR at level $m_0 q / m$ if the joint…
We propose a novel methodology for discovering the presence of relationships realized as binary time series between variables in high dimension. To make it visually intuitive, we regard the existence of a relationship as an edge connection,…
While data-driven confounder selection requires careful consideration, it is frequently employed in observational studies. Widely recognized criteria for confounder selection include the minimal-set approach, which involves selecting…
In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…
The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or…
We propose sufficient conditions and computationally efficient procedures for false discovery rate control in multiple testing when the $p$-values are related by a known \emph{dependency graph} -- meaning that we assume independence of…