167 citations · 825 across the 73 of their papers we have counts for
11 papers · 1 filter
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model
Dan M. Kluger, Art B. Owen
The Benjamini-Hochberg (BH) procedure remains widely popular despite having limited theoretical guarantees in the commonly encountered scenario of correlated test statistics. Of pa…
The square root rule for adaptive importance sampling
Art B. Owen, Yi Zhou
In adaptive importance sampling, and other contexts, we have unbiased and uncorrelated estimates of a common quantity . The optimal unbiased linear combination w…
Density estimation by Randomized Quasi-Monte Carlo
Amal Ben Abdellah, Pierre L'Ecuyer, Art B. Owen +1
We consider the problem of estimating the density of a random variable that can be sampled exactly by Monte Carlo (MC). We investigate the effectiveness of replacing MC by rand…
Refiltering hypothesis tests to control sign error
Art B. Owen
A common, though not recommended statistical practice is to report confidence intervals if and only if they exclude a null value of 0. The resulting filtered confidence intervals g…
On Shapley value for measuring importance of dependent inputs
Art B. Owen, Clémentine Prieur
This paper makes the case for using Shapley value to quantify the importance of random input variables to a function. Alternatives based on the ANOVA decomposition can run into con…
Permutation p-value approximation via generalized Stolarsky invariance
Hera Yu He, Kinjal Basu, Qingyuan Zhao +1
It is common for genomic data analysis to use -values from a large number of permutation tests. The multiplicity of tests may require very tiny -values in order to reject any…
Admissibility in Partial Conjunction Testing
Jingshu Wang, Art B. Owen
Meta-analysis combines results from multiple studies aiming to increase power in finding their common effect. It would typically reject the null hypothesis of no effect if any one…
The sign of the logistic regression coefficient
Art B. Owen, Paul A. Roediger
Let Y be a binary random variable and X a scalar. Let be the maximum likelihood estimate of the slope in a logistic regression of Y on X with intercept. Further let $\bar x…
Guaranteed Conservative Fixed Width Confidence Intervals Via Monte Carlo Sampling
Fred J. Hickernell, Lan Jiang, Yuewei Liu +1
Monte Carlo methods are used to approximate the means, , of random variables , whose distributions are not known explicitly. The key idea is that the average of a random samp…
Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
S. Chen, J. Dick, A. B. Owen
The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using…
Karl Pearson's meta-analysis revisited
Art B. Owen
This paper revisits a meta-analysis method proposed by Pearson [Biometrika 26 (1934) 425--442] and first used by David [Biometrika 26 (1934) 1--11]. It was thought to be inadmissib…