38 citations · 158 across the 13 of their papers we have counts for
4 papers · 1 filter
Sequential Selection Procedures and False Discovery Rate Control
Max Grazier G'Sell, Stefan Wager, Alexandra Chouldechova +1
We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H_1,\dots,H_k, of hypotheses. A…
Sensitivity Analysis for Inference with Partially Identifiable Covariance Matrices
Max Grazier G'Sell, Shai S. Shen-Orr, Robert Tibshirani
In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form.…
Adaptive testing for the graphical lasso
Max Grazier G'Sell, Jonathan Taylor, Robert Tibshirani
We consider tests of significance in the setting of the graphical lasso for inverse covariance matrix estimation. We propose a simple test statistic based on a subsequence of the k…
False Variable Selection Rates in Regression
Max Grazier G'Sell, Trevor Hastie, Robert Tibshirani
There has been recent interest in extending the ideas of False Discovery Rates (FDR) to variable selection in regression settings. Traditionally the FDR in these settings has been…