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 …

REBayes: an R package for empirical Bayes mixture methods

R Koenker, J Gu - Journal of Statistical Software, 2017 - jstatsoft.org
Abstract Models of unobserved heterogeneity, or frailty as it is commonly known in survival
analysis, can often be formulated as semiparametric mixture models and estimated by …

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 …

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 …

A diagnostic procedure for high-dimensional data streams via missed discovery rate control

W Li, D Xiang, F Tsung, X Pu - Technometrics, 2020 - Taylor & Francis
Monitoring complex systems involving high-dimensional data streams (HDS) provides quick
real-time detection of abnormal changes of system performance, but accurate and efficient …

Empirical partially Bayes multiple testing and compound decisions

N Ignatiadis, B Sen - arXiv preprint arXiv:2303.02887, 2023 - arxiv.org
We study multiple testing in the normal means problem with estimated variances that are
shrunk through empirical Bayes methods. The situation is asymmetric in that a prior is …

Multiple Testing When Many p-Values are Uniformly Conservative, with Application to Testing Qualitative Interaction in Educational Interventions

Q Zhao, DS Small, W Su - Journal of the American Statistical …, 2019 - Taylor & Francis
In the evaluation of treatment effects, it is of major policy interest to know if the treatment is
beneficial for some and harmful for others, a phenomenon known as qualitative interaction …

Fault classification for high‐dimensional data streams: A directional diagnostic framework based on multiple hypothesis testing

D Xiang, W Li, F Tsung, X Pu… - Naval Research Logistics …, 2021 - Wiley Online Library
In various modern statistical process control applications that involve high‐dimensional data
streams (HDDS), accurate fault diagnosis of out‐of‐control (OC) streams is becoming …

Nonparametric empirical bayes estimation on heterogeneous data

T Banerjee, LJ Fu, GM James, G Mukherjee… - arXiv preprint arXiv …, 2020 - arxiv.org
The simultaneous estimation of many parameters based on data collected from
corresponding studies is a key research problem that has received renewed attention in the …

Weighted p-value procedures for controlling FDR of grouped hypotheses

H Zhao, J Zhang - Journal of Statistical Planning and Inference, 2014 - Elsevier
In this paper, we consider the multiple testing problems for grouped hypotheses. Two
procedures are proposed based on weighted p-values, where the weights for p-values are …