ROQUAIN , Etienne

International audience

Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving rise to $m$ conformal $p$-values. While classical results only concern their marginal distribution, we show...

This document is a book chapter which gives a partial survey on post hoc approaches to false positive control.

We follow a post-hoc, "user-agnostic" approach to false discovery control in a large-scale multiple testing framework, as introduced by Genovese and Wasserman (2006), Goeman and Solari (2011): the statistical guarantee on the number of correct rejections must hold for any set of candidate items, possibly selected by the user after having seen...

We provide new nonasymptotic false discovery proportion (FDP) confidence envelopes in several multiple testing settings relevant for modern high dimensional-data methods. We revisit the multiple testing scenarios considered in the recent work of Katsevich and Ramdas (2020): top-k, preordered (including knockoffs), online. Our emphasis is on...

International audience

In a high‐dimensional multiple testing framework, we present new confidence bounds on the false positives contained in subsets S of selected null hypotheses. These bounds are post hoc in the sense that the coverage probability holds simultaneously over all S, possibly chosen depending on the data. This article focuses on the common case of...

We address the multiple testing problem under the assumption that the true/false hypotheses are driven by a Hidden Markov Model (HMM), which is recognized as a fundamental setting to model multiple testing under dependence since the seminal work of Sun and Cai (2009). While previous work has concentrated on deriving specific procedures with a...