15 citations · 35 across the 21 of their papers we have counts for
4 papers · 1 filter
Large-Scale Shrinkage Estimation under Markovian Dependence
Bowen Gang, Gourab Mukherjee, Wenguang Sun
We consider the problem of simultaneous estimation of a sequence of dependent parameters that are generated from a hidden Markov model. Based on observing a noise contaminated vect…
Structure-Adaptive Sequential Testing for Online False Discovery Rate Control
Bowen Gang, Wenguang Sun, Weinan Wang
Consider the online testing of a stream of hypotheses where a real--time decision must be made before the next data point arrives. The error rate is required to be controlled at {a…
Nonparametric Empirical Bayes Estimation on Heterogeneous Data
Trambak Banerjee, Luella J. Fu, Gareth M. James +2
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 high-dimensio…
False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
Lilun Du, Xu Guo, Wenguang Sun +1
We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized…