5 citations · 10 across the 5 of their papers we have counts for
3 papers · 1 filter
FDP control in multivariate linear models using the bootstrap
Samuel Davenport, Bertrand Thirion, Pierre Neuvial
In this article we develop a method for performing post hoc inference of the False Discovery Proportion (FDP) over multiple contrasts of interest in the multivariate linear model.…
Confidence regions for the location of peaks of a smooth random field
Samuel Davenport, Thomas E. Nichols, Armin Schwarzman
Local maxima of random processes are useful for finding important regions and are routinely used, for summarising features of interest (e.g. in neuroimaging). In this work we provi…
On the finiteness of the second moment of the number of critical points of Gaussian random fields
Samuel Davenport, Fabian J. E. Telschow
We prove that the second moment of the number of critical points of any sufficiently regular random field, for example with almost surely sample paths, defined over a compa…