相关论文: Everywhere Valid Bounds on False Discovery Proport…
In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed.…
Multiple hypothesis testing has been widely applied to problems dealing with high-dimensional data, e.g., selecting significant variables and controlling the selection error rate. The most prevailing measure of error rate used in the…
False discovery rate (FDR) is a commonly used criterion in multiple testing and the Benjamini-Hochberg (BH) procedure is arguably the most popular approach with FDR guarantee. To improve power, the adaptive BH procedure has been proposed by…
This paper revisits the following open question in simultaneous testing of multivariate normal means against two-sided alternatives: Can the method of Benjamini and Hochberg (BH, 1995) control the false discovery rate (FDR) without imposing…
In Marandon (2023), the author introduces a procedure to detect true edges from a partially observed graph using a conformal prediction fashion: first computing scores from a trained function, deriving conformal p-values from them and…
In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a…
Controlling the false discovery rate (FDR) is a popular approach to multiple testing, variable selection, and related problems of simultaneous inference. In many contemporary applications, models are not specified by discrete variables,…
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…
The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…
Recently, Barber and Cand\`es laid the theoretical foundation for a general framework for false discovery rate (FDR) control based on the notion of "knockoffs." A closely related FDR control methodology has long been employed in the…
Multiple comparison procedures that control a family-wise error rate or false discovery rate provide an achieved error rate as the adjusted p-value for each hypothesis tested. However, since such p-values are not probabilities that the null…
The false discovery rate (FDR) and false nondiscovery rate (FNDR) have received considerable attention in the literature on multiple testing. These performance measures are also appropriate for classification, and in this work we develop…
This paper presents a powerful methodology for flexible full-data nonparametric novelty detection that offers distribution-free false discovery rate (FDR) control guarantees. Building on the full conformal inference framework and the…
We propose a method that combines the closed testing framework with the concept of safe anytime-valid inference (SAVI) to compute lower confidence bounds for the true discovery proportion in a multiple testing setting. The proposed…
Consider the multiple testing problem of testing null hypotheses $H_1,...,H_s$. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($\mathit{FWER}$),…
The topological gap protocol (TGP) is a statistical test designed to identify a topological phase with high confidence and without human bias. It is used to determine a promising parameter regime for operating topological qubits. The…
We consider multiple testing means of many dependent Normal random variables that do not necessarily follow a joint Normal distribution. Under weak dependence, we show the uniform consistency of proportion estimators that are constructed as…
In the high dimensional regression analysis when the number of predictors is much larger than the sample size, an important question is to select the important variable which are relevant to the response variable of interest. Variable…
Model selection/optimization in conformal inference is challenging, since it may break the exchangeability between labeled and unlabeled data. We study this problem in the context of conformal selection, which uses conformal p-values to…
The effective utilization of structural information in data while ensuring statistical validity poses a significant challenge in false discovery rate (FDR) analyses. Conformal inference provides rigorous theory for grounding complex machine…