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Uri Keich

Publications and source records attributed to Uri Keich.

8 recordsLinked to original sources
arXiv2026

Response-guided knockoffs for directional FDR control in linear models

We consider the problem of feature selection in linear models with finite-sample control of the false discovery rate (FDR). While existing knockoff-based methods control the directional FDR, which penalises incorrect sign estimates, they do not target discoveries in a pre-specified direction, and their knockoff constructions are entirely response-agnostic. We introduce the response-guided knockoff filter, which leverages a noise-perturbed version of the response to guide knockoff construction toward features likely to have the target sign, while provably controlling the directional FDR. The method operates under a weaker sample-size requirement $n > p + 2$, compared to $n \geq 2p$ required by existing fixed-X generators. Simulations and HIV drug resistance experiments demonstrate power gains over existing methods.

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arXiv2024

A semi-supervised framework for diverse multiple hypothesis testing scenarios

Standard multiple testing procedures are designed to report a list of discoveries, or suspected false null hypotheses, given the hypotheses' p-values or test scores. Recently there has been a growing interest in enhancing such procedures by combining additional information with the primary p-value or score. In line with this idea, we develop RESET (REScoring via Estimating and Training), which splits the data into a training part and an estimating part so that any semi-supervised learning approach can factor in the available side information while maintaining finite-sample error-rate control. Our practical implementation, RESET Ensemble, selects from an ensemble of classification algorithms so that it is compatible with a range of multiple testing scenarios without the need for the user to select the appropriate one. We apply RESET to both p-value and competition based multiple testing problems and show that RESET is (1) power-wise competitive, (2) fast compared to most tools and (3) able to uniquely achieve finite sample false discovery rate or false discovery exceedance control, depending on the user's preference.

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arXiv2023

Bounding the FDP in competition-based control of the FDR

Competition-based approach to controlling the false discovery rate (FDR) recently rose to prominence when, generalizing it to sequential hypothesis testing, Barber and Candès used it as part of their knockoff-filter. Control of the FDR implies that the, arguably more important, false discovery proportion is only controlled in an average sense. We present TDC-SB and TDC-UB that provide upper prediction bounds on the FDP in the list of discoveries generated when controlling the FDR using competition. Using simulated and real data we show that, overall, our new procedures offer significantly tighter upper bounds than ones obtained using the recently published approach of Katsevich and Ramdas, even when the latter is further improved using the interpolation concept of Goeman et al.

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arXiv2022

Competition-based control of the false discovery proportion

Recently, Barber and Candès laid the theoretical foundation for a general framework for false discovery rate (FDR) control based on the notion of "knockoffs." A closely related FDR control methodology has long been employed in the analysis of mass spectrometry data, referred to there as "target-decoy competition" (TDC). However, any approach that aims to control the FDR, which is defined as the expected value of the false discovery proportion (FDP), suffers from a problem. Specifically, even when successfully controlling the FDR at level $α$, the FDP in the list of discoveries can significantly exceed $α$. We offer FDP-SD, a new procedure that rigorously controls the FDP in the competition (knockoff / TDC) setup by guaranteeing that the FDP is bounded by $α$ at any desired confidence level. Compared with the just-published general framework of Katsevich and Ramdas, FDP-SD generally delivers more power and often substantially so in simulated as well as real data.

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arXiv2020

Exactly computing the tail of the Poisson-Binomial Distribution

We offer ShiftConvolvePoibin, a fast exact method to compute the tail of a Poisson-Binomial distribution (PBD). Our method employs an exponential shift to retain its accuracy when computing a tail probability, and in practice we find that it is immune to the significant relative errors that other methods, exact or approximate, can suffer from when computing very small tail probabilities of the PBD. The accompanying R package is also competitive with the fastest implementations for computing the entire PBD.

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arXiv2019

Controlling the FDR in variable selection via multiple knockoffs

Barber and Candes recently introduced a feature selection method called knockoff+ that controls the false discovery rate (FDR) among the selected features in the classical linear regression problem. Knockoff+ uses the competition between the original features and artificially created knockoff features to control the FDR [1]. We generalize Barber and Candes' knockoff construction to generate multiple knockoffs and use those in conjunction with a recently developed general framework for multiple competition-based FDR control [9]. We prove that using our initial multiple-knockoff construction the combined procedure rigorously controls the FDR in the finite sample setting. Because this construction has a somewhat limited utility we introduce a heuristic we call "batching" which significantly improves the power of our multiple-knockoff procedures. Finally, we combine the batched knockoffs with a new context-dependent resampling scheme that replaces the generic resampling scheme used in the general multiple-competition setup. We show using simulations that the resulting "multi-knockoff-select" procedure empirically controls the FDR in the finite setting of the variable selection problem while often delivering substantially more power than knockoff+.

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arXiv2019

Multiple competition-based FDR control for peptide detection

Competition-based FDR control has been commonly used for over a decade in the computational mass spectrometry community (Elias and Gygi, 2007). Recently, the approach has gained significant popularity in other fields after Barber and Candes (2015) laid its theoretical foundation in a more general setting that included the feature selection problem. In both cases, the competition is based on a head-to-head comparison between an observed score and a corresponding decoy / knockoff. Keich and Noble (2017b) recently demonstrated some advantages of using multiple rather than a single decoy when addressing the problem of assigning peptide sequences to observed mass spectra. In this work, we consider a related problem -- detecting peptides based on a collection of mass spectra -- and we develop a new framework for competition-based FDR control using multiple null scores. Within this framework, we offer several methods, all of which are based on a novel procedure that rigorously controls the FDR in the finite sample setting. Using real data to study the peptide detection problem we show that, relative to existing single-decoy methods, our approach can increase the number of discovered peptides by up to 50% at small FDR thresholds.

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