Invidious comparisons: Ranking and selection as compound decisions

J Gu, R Koenker - Econometrica, 2023 - Wiley Online Library
There is an innate human tendency, one might call it the “league table mentality,” to
construct rankings. Schools, hospitals, sports teams, movies, and myriad other objects are …

Large-scale global and simultaneous inference: Estimation and testing in very high dimensions

TT Cai, W Sun - Annual Review of Economics, 2017 - annualreviews.org
Due to rapid technological advances, researchers are now able to collect and analyze ever
larger data sets. Statistical inference for big data often requires solving thousands or even …

Covariate-assisted ranking and screening for large-scale two-sample inference

T Tony Cai, W Sun, W Wang - Journal of the Royal Statistical …, 2019 - academic.oup.com
Two-sample multiple testing has a wide range of applications. The conventional practice first
reduces the original observations to a vector of p-values and then chooses a cut-off to adjust …

A burden shared is a burden halved: A fairness-adjusted approach to classification

B Rava, W Sun, GM James, X Tong - arXiv preprint arXiv:2110.05720, 2021 - arxiv.org
We investigate fairness in classification, where automated decisions are made for
individuals from different protected groups. In high-consequence scenarios, decision errors …

A powerful approach to identify replicable variants in genome-wide association studies

Y Li, H Lei, X Wen, H Cao - The American Journal of Human Genetics, 2024 - cell.com
Replicability is the cornerstone of modern scientific research. Reliable identifications of
genotype-phenotype associations that are significant in multiple genome-wide association …

[HTML][HTML] Optimal false discovery rate control for large scale multiple testing with auxiliary information

H Cao, J Chen, X Zhang - Annals of statistics, 2022 - ncbi.nlm.nih.gov
Large-scale multiple testing is a fundamental problem in high dimensional statistical
inference. It is increasingly common that various types of auxiliary information, reflecting the …

Statistical analysis of spatially resolved transcriptomic data by incorporating multiomics auxiliary information

Y Li, X Zhou, H Cao - Genetics, 2022 - academic.oup.com
Effective control of false discovery rate is key for multiplicity problems. Here, we consider
incorporating informative covariates from external datasets in the multiple testing procedure …

On a problem of Robbins

J Gu, R Koenker - International Statistical Review, 2016 - Wiley Online Library
An early example of a compound decision problem of Robbins (1951) is employed to
illustrate some features of the development of empirical Bayes methods. Our primary …

Oracle and adaptive false discovery rate controlling methods for one‐sided testing: theory and application in treatment effect evaluation

J Gu, S Shen - The Econometrics Journal, 2018 - academic.oup.com
Economists are often interested in identifying effective policies or treatments together with
subpopulations of individuals who respond positively (or with a sign that is expected) to …

Heteroscedasticity-adjusted ranking and thresholding for large-scale multiple testing

L Fu, B Gang, GM James, W Sun - Journal of the American …, 2022 - Taylor & Francis
Standardization has been a widely adopted practice in multiple testing, for it takes into
account the variability in sampling and makes the test statistics comparable across different …