4 papers · 1 filter
Hierarchical Bayesian Estimation of Covariance Matrices
Daniel Xiang, Malgorzata Bogdan, Jonas Wallin +1
We develop a hierarchical Bayesian framework for covariance matrix estimation built on a key observation: while equivariance under the full general linear group GL(p) is well known…
Estimating the local false discovery rate under an unknown symmetric null
Daniel Xiang, William Fithian, Nikolaos Ignatiadis +2
This paper is concerned with estimating the local false discovery rate (lfdr) in a two-groups model where the only assumption regarding the null distribution is symmetry about zero…
Adaptive procedures for boundary FDR control
Sarah Mostow, Daniel Xiang
A cornerstone of the multiple testing literature is the Benjamini-Hochberg (BH) procedure, which guarantees control of the FDR when -values are independent or positively depende…
Reliable conformal novelty detection at the decision boundary
Zijun Gao, Etienne Roquain, Daniel Xiang
Novelty detection via conformal -values and BH procedure provides distribution-free global false discovery rate (FDR) control. We present here fundamental limits of this approac…