A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New findings control FDR for online testing methods under positive dependence.
Improved online FDR control with decaying memory.
New method controls false discoveries in real-time data streams.
Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses , Benjamini and Hochberg introduced the false discovery rate (FDR), which is the expected proportion of false positives among rejected nu…
GAIF enhances online multiple testing with feedback, improving statistical power.
Develops a framework for distributional Granger causality
Study proposes a new approval policy for ML-based medical devices to prevent gradual performance degradation.