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A sequential algorithm for false discovery rate control on directed acyclic graphs

有向无环图上控制错误发现率的序贯算法

We propose a linear-time, single-pass, top-down algorithm for multiple testing on directed acyclic graphs, where nodes represent hypotheses and edges specify a partial ordering in which the hypotheses must be tested. The procedure is guaranteed to reject a sub-directed acyclic graph with bounded false discovery rate while satisfying the logical constraint that a rejected node’s parents must also be rejected. It is designed for sequential testing settings where the directed…

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Hierarchical Dirichlet Processes

层次 Dirichlet 过程

We consider problems involving groups of data where each observation within a group is a draw from a mixture model and where it is desirable to share mixture components between groups. We assume that the number of mixture components is unknown a priori and is to be inferred from the data. In this setting it is natural to consider sets of Dirichlet processes, one for each group, where the well-known clustering property of the Dirichlet process provides a nonparametric prior…

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Convexity, Classification, and Risk Bounds

凸性、分类与风险界

Many of the classification algorithms developed in the machine learning literature, including the support vector machine and boosting, can be viewed as minimum contrast methods that minimize a convex surrogate of the 0–1 loss function. The convexity makes these algorithms computationally efficient. The use of a surrogate, however, has statistical consequences that must be balanced against the computational virtues of convexity. To study these issues, we provide a general…

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