28 citations · 38 across the 9 of their papers we have counts for
5 papers · 1 filter
Multiple testing with the horseshoe
Sayantan Banerjee, Ismaël Castillo, Fanny Villers
We study multiple testing under continuous global--local shrinkage priors, with a focus on the horseshoe prior in high-dimensional sparse settings. While such priors provide adapti…
Graph inference with clustering and false discovery rate control
Tabea Rebafka, Etienne Roquain, Fanny Villers
In this paper, a noisy version of the stochastic block model (NSBM) is introduced and we investigate the three following statistical inferences in this model: estimation of the mod…
A Global Homogeneity Test for High-Dimensional Linear Regression
Camille Charbonnier, Nicolas Verzelen, Fanny Villers
This paper is motivated by the comparison of genetic networks based on microarray samples. The aim is to test whether the differences observed between two inferred Gaussian graphic…
Exact calculations for false discovery proportion with application to least favorable configurations
Etienne Roquain, Fanny Villers
In a context of multiple hypothesis testing, we provide several new exact calculations related to the false discovery proportion (FDP) of step-up and step-down procedures. For step…
Goodness-of-fit Tests for high-dimensional Gaussian linear models
Nicolas Verzelen, Fanny Villers
Let be a zero mean Gaussian vector and be a subset of . Suppose we are given i.i.d. replications of the vector . We propos…