Simultaneous false discovery proportion bounds via knockoffs and closed testing
We propose new methods to obtain simultaneous false discovery proportion bounds for
knockoff-based approaches. We first investigate an approach based on Janson and Su'sk …
knockoff-based approaches. We first investigate an approach based on Janson and Su'sk …
Cluster extent inference revisited: quantification and localisation of brain activity
Cluster inference based on spatial extent thresholding is a popular analysis method multiple
testing in spatial data, and is frequently used for finding activated brain areas in …
testing in spatial data, and is frequently used for finding activated brain areas in …
Online closed testing with e-values
In contemporary research, data scientists often test an infinite sequence of hypotheses $
H_1, H_2,\ldots $ one by one, and are required to make real-time decisions without knowing …
H_1, H_2,\ldots $ one by one, and are required to make real-time decisions without knowing …
Large‐scale simultaneous inference under dependence
Simultaneous inference allows for the exploration of data while deciding on criteria for
proclaiming discoveries. It was recently proved that all admissible post hoc inference …
proclaiming discoveries. It was recently proved that all admissible post hoc inference …
Optimal Estimation Methodologies for Panel Data Regression Models
C Katsouris - arXiv preprint arXiv:2311.03471, 2023 - arxiv.org
This survey study discusses main aspects to optimal estimation methodologies for panel
data regression models. In particular, we present current methodological developments for …
data regression models. In particular, we present current methodological developments for …
High dimensional time series regression models: Applications to statistical learning methods
C Katsouris - arXiv preprint arXiv:2308.16192, 2023 - arxiv.org
These lecture notes provide an overview of existing methodologies and recent
developments for estimation and inference with high dimensional time series regression …
developments for estimation and inference with high dimensional time series regression …
Post-selection Inference in Multiverse Analysis (PIMA): An Inferential Framework Based on the Sign Flipping Score Test
When analyzing data, researchers make some choices that are either arbitrary, based on
subjective beliefs about the data-generating process, or for which equally justifiable …
subjective beliefs about the data-generating process, or for which equally justifiable …
Post-selection inference in multiverse analysis (PIMA): An inferential framework based on the sign flipping score test
When analyzing data researchers make some decisions that are either arbitrary, based on
subjective beliefs about the data generating process, or for which equally justifiable …
subjective beliefs about the data generating process, or for which equally justifiable …
More efficient exact group invariance testing: using a representative subgroup
We consider testing invariance of a distribution under an algebraic group of transformations,
such as permutations or sign flips. As such groups are typically huge, tests based on the full …
such as permutations or sign flips. As such groups are typically huge, tests based on the full …
Multiple testing with anytime-valid Monte-Carlo p-values
In contemporary problems involving genetic or neuroimaging data, thousands of hypotheses
need to be tested. Due to their high power, and finite sample guarantees on type-1 error …
need to be tested. Due to their high power, and finite sample guarantees on type-1 error …