AdaPT: an interactive procedure for multiple testing with side information

L Lei, W Fithian - Journal of the Royal Statistical Society Series …, 2018 - academic.oup.com
We consider the problem of multiple-hypothesis testing with generic side information: for
each hypothesis H i we observe both ap-value pi and some predictor xi encoding contextual …

Multiple testing with the structure-adaptive Benjamini–Hochberg algorithm

A Li, RF Barber - Journal of the Royal Statistical Society Series …, 2019 - academic.oup.com
In multiple-testing problems, where a large number of hypotheses are tested simultaneously,
false discovery rate (FDR) control can be achieved with the well-known Benjamini …

[HTML][HTML] Fast and covariate-adaptive method amplifies detection power in large-scale multiple hypothesis testing

MJ Zhang, F Xia, J Zou - Nature communications, 2019 - nature.com
Multiple hypothesis testing is an essential component of modern data science. In many
settings, in addition to the p-value, additional covariates for each hypothesis are available …

Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings

E Katsevich, A Ramdas - The Annals of Statistics, 2020 - JSTOR
While traditional multiple testing procedures prohibit adaptive analysis choices made by
users, Goeman and Solari (Statist. Sci. 26 (2011) 584–597) proposed a simultaneous …

SAFFRON: an adaptive algorithm for online control of the false discovery rate

A Ramdas, T Zrnic, M Wainwright… - … on machine learning, 2018 - proceedings.mlr.press
In the online false discovery rate (FDR) problem, one observes a possibly infinite sequence
of $ p $-values $ P_1, P_2,… $, each testing a different null hypothesis, and an algorithm …

Distance-based and RKHS-based dependence metrics in high dimension

C Zhu, X Zhang, S Yao, X Shao - The Annals of Statistics, 2020 - JSTOR
In this paper, we study distance covariance, Hilbert–Schmidt covariance (aka Hilbert–
Schmidt independence criterion [In Advances in Neural Information Processing Systems …

A general interactive framework for false discovery rate control under structural constraints

L Lei, A Ramdas, W Fithian - Biometrika, 2021 - academic.oup.com
We propose a general framework based on selectively traversed accumulation rules for
interactive multiple testing with generic structural constraints on the rejection set. It combines …

Asynchronous online testing of multiple hypotheses

T Zrnic, A Ramdas, MI Jordan - Journal of Machine Learning Research, 2021 - jmlr.org
We consider the problem of asynchronous online testing, aimed at providing control of the
false discovery rate (FDR) during a continual stream of data collection and testing, where …

STAR: A general interactive framework for FDR control under structural constraints

L Lei, A Ramdas, W Fithian - arXiv preprint arXiv:1710.02776, 2017 - arxiv.org
We propose a general framework based on selectively traversed accumulation rules (STAR)
for interactive multiple testing with generic structural constraints on the rejection set. It …

Knockoffs with side information

Z Ren, E Candès - The Annals of Applied Statistics, 2023 - projecteuclid.org
Knockoffs with side information Page 1 The Annals of Applied Statistics 2023, Vol. 17, No. 2,
1152–1174 https://doi.org/10.1214/22-AOAS1663 © Institute of Mathematical Statistics, 2023 …