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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.

169,291 papers · 148 categories

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0111 · Dec 201519922001200920182026
2 results for “p-filter”
A unified treatment of multiple testing with prior knowledge using the p-filterstat.ME

Unified algorithm for incorporating various prior knowledge in multiple testing.

problem Improving power and precision in multiple testing procedures with prior knowledge.
method p-filter algorithm that incorporates four types of prior knowledge: null hypotheses, penalties, groups, and independence.
result Unified framework allows for recovery of various known algorithms.
multiple testingprior knowledgep-filterfalse discovery rateglobal null testing
2017-03-18abs ↗pdf ↗
The p-filter: multi-layer FDR control for grouped hypothesesstat.ME

In many practical applications of multiple hypothesis testing using the False Discovery Rate (FDR), the given hypotheses can be naturally partitioned into groups, and one may not only want to control the number of false discoveries (wrongly rejected null hypotheses), but also the number of falsely discovered groups of …

2015-12-10abs ↗pdf ↗