33 citations · 107 across the 16 of their papers we have counts for
18 papers
Direct Prediction Set Minimization via Bilevel Conformal Classifier Training
Yuanjie Shi, Hooman Shahrokhi, Xuesong Jia +3
Conformal prediction (CP) is a promising uncertainty quantification framework which works as a wrapper around a black-box classifier to construct prediction sets (i.e., subset of c…
Uniformly consistent proportion estimation for composite hypotheses via integral equations: "the case of location-shift families"
Xiongzhi Chen
We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means or medians of the random variables belonging to a non-empty, bou…
A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions
Xiongzhi Chen
We prove a strong law of large numbers for simultaneously testing parameters of a large number of dependent, Lancaster bivariate random variables with infinite supports, and discus…
A uniform FDR upper bound for a weighted FDR procedure under exchangeability
Faith Zhang, Xiongzhi Chen
For a weighted false discovery rate (FDR) procedure for multiple testing the means of equicorrelated normal random variables, we provide an analytic, non-asymptotic, uniform FDR up…
A grouped, selectively weighted false discovery rate procedure
Xiongzhi Chen, Sanat K. Sarkar
False discovery rate (FDR) control in structured hypotheses testing is an important topic in simultaneous inference. Most existing methods that aim to utilize group structure among…
On Benjamini-Hochberg procedure applied to mid p-values
Xiongzhi Chen, Sanat K. Sarkar
Multiple testing with discrete p-values routinely arises in various scientific endeavors. However, procedures, including the false discovery rate (FDR) controlling Benjamini-Hochbe…
Uniformly consistent proportion estimation for composite hypotheses via integral equations: "the case of Gamma random variables"
Xiongzhi Chen
We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means of the random variables belonging to a non-empty, bounded interv…
Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations
Xiongzhi Chen
The proportion of false null hypotheses is a very important quantity in statistical modelling and inference based on the two-component mixture model and its extensions, and in cont…
Variable Selection via Adaptive False Negative Control in Linear Regression
X. Jessie Jeng, Xiongzhi Chen
Variable selection methods have been developed in linear regression to provide sparse solutions. Recent studies have focused on further interpretations on the sparse solutions in t…
False discovery rate control for multiple testing based on p-values with càdlàg distribution functions
Xiongzhi Chen
For multiple testing based on p-values with càdlàg distribution functions, we propose an FDR procedure "BH+" with proven conservativeness. BH+ is at least as powerful as the BH pro…
Explicit solutions to a vector time series model and its induced model for business cycles
Xiongzhi Chen
This article gives the explicit solution to a general vector time series model that describes interacting, heterogeneous agents that operate under uncertainties but according to Ke…
Consistent Estimation of Low-Dimensional Latent Structure in High-Dimensional Data
Xiongzhi Chen, John D. Storey
We consider the problem of extracting a low-dimensional, linear latent variable structure from high-dimensional random variables. Specifically, we show that under mild conditions a…
Stopping time property of thresholds of Storey-type FDR procedures
Xiongzhi Chen, R. W. Doerge
For multiple testing, we introduce Storey-type FDR procedures and the concept of "regular estimator of the proportion of true nulls". We show that the rejection threshold of a Stor…
Natural Exponential Families: Resolution of A Conjecture and Existence of Reduction Functions
Xiongzhi Chen
One-parameter natural exponential family (NEF) plays fundamental roles in probability and statistics. This article contains two independent results: (a) A conjecture of Bar-Lev, Bs…
A weighted FDR procedure under discrete and heterogeneous null distributions
Xiongzhi Chen, R. W. Doerge, Sanat K. Sarkar
Multiple testing with false discovery rate (FDR) control has been widely conducted in the ``discrete paradigm" where p-values have discrete and heterogeneous null distributions. Ho…
A strong law of large numbers related to multiple testing Normal means
Xiongzhi Chen, Rebecca W. Doerge
Assessing the stability of a multiple testing procedure under dependence is important but very challenging. Even for multiple testing which among a set of Normal random variables h…
Consistent estimation of the proportion of false nulls and FDR for adaptive multiple testing Normal means under weak dependence
Xiongzhi Chen
We consider multiple testing means of many dependent Normal random variables that do not necessarily follow a joint Normal distribution. Under weak dependence, we show the uniform…
Multiple testing with discrete data: proportion of true null hypotheses and two adaptive FDR procedures
Xiongzhi Chen, Rebecca W. Doerge, Joseph F. Heyse
We consider multiple testing with false discovery rate (FDR) control when p-values have discrete and heterogeneous null distributions. We propose a new estimator of the proportion…