题目：Symmetrized Data Aggregation for FDR Control

报告人：邹长亮 教授 （南开大学）

地点：腾讯会议室

时间：2021年10月21日 20:00-21:00

摘要：We develop a new class of distribution–free multiple testing rules for FDR control. I will mainly illustrate the idea via multiple testing with general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the dependence structure via sample splitting, data screening and information pooling. The SDA substantially outperforms the knockoff method in power under moderate to strong dependence, and is more robust than existing methods based on asymptotic p-values. I will also talk about some other applications, such as the selection of the number of change-points and threshold selection in feature screening.

腾讯会议：ID：779943802 密码：297136

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