Week 1

Meeting schedule: Wed Sep 30 + Fri Oct 2

Topic: Simultaneous inference (Bonferroni method, Tukey's HSD, Scheffe's method), PoSI (post-selection inference)

Lecture (by Rina): video, notes

ISSI seminar: "Optimality in universal post-selection inference" by Arun Kumar Kuchibhotla: video, slides

Background reading:

• John W. Tukey's contributions to multiple comparisons, Benjamini & Braun 2002

• The philosophy of multiple comparisons, Tukey 1991

• Valid post-selection inference, Berk et al 2013 (arxiv version)

Week 2

Meeting schedule: Mon Oct 5 + Wed Oct 7

Topic: Closure principle, stepdown procedures

Lecture (by Will): video, notes

ISSI seminar: "Exploratory inference for brain imaging" by Aldo Solari: video, slides

Background reading:

• On closed testing procedures with special reference to ordered analysis of variance, Marcus et al 1976

• Multiple testing for exploratory research, Goeman & Solari 2011 (arxiv version)

Week 3

Meeting schedule: Mon Oct 12 + Wed Oct 14

Topic: FDR control - Benjamini-Hochberg procedure, Benjamini-Yekutieli procedure, & related methods

Lecture (by Rina): video, notes

ISSI seminar: "Detecting multiple replicating signals using adaptive filtering procedures" by Jingshu Wang: video, slides

Background reading:

• The control of the false discovery rate in multiple testing under dependency, Benjamini & Yekutieli 2001

• Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach, Storey et al 2004

Week 4

Meeting schedule: Mon Oct 19 + Wed Oct 21

Topic: Knockoffs (part 1)

Lecture (by Rina): video, notes

ISSI seminar: "Controlled variable selection with more flexibility" by Dongming Huang: video, slides

Background reading:

• Controlling the false discovery rate via knockoffs, Barber & Candès 2015 (arxiv version)

• Panning for gold: ‘model‐X’ knockoffs for high dimensional controlled variable selection, Candès et al 2018 (arxiv version)

Week 5

Meeting schedule: Mon Oct 26 + Wed Oct 28

Topic: Knockoffs (part 2)

Lecture (by Rina): video, notes

ISSI seminar: "Floodgate: inference for model-free variable importance" by Lucas Janson: video, slides

Background reading:

• Robust inference with knockoffs, Barber et al 2020 (arxiv version)

• Controlling the false discovery rate in GWAS with population structure, Sesia et al 2020

• Deep knockoffs, Romano et al 2019 (arxiv version)

Week 6

Meeting schedule: Mon Nov 2 + Wed Nov 4

Topic: FDR control with structure (part 1)

Lecture (by Will): video, notes

ISSI seminar: "Adaptive approaches for augmenting genetic association studies with multi-omics covariates" by Kathryn Roeder: video, slides

Background reading:

• Adapt: an interactive procedure for multiple testing with side information: Lei and Fithian 2018

• A selective inference approach for false discovery rate control using multiomics covariates yields insights into disease risk: Yurko et al. 2020

Other approaches:

• Data-driven hypothesis weighting increases detection power in genome-scale multiple testing: Ignatiadis and Huber 2016

• Multiple testing with the structure‐adaptive Benjamini–Hochberg algorithm: Li and Barber 2019

Week 7

Meeting schedule: Mon Nov 9 + Fri Nov 13
[This week only - watch the ISSI seminar first, then the lecture]

Topic: FDR control with structure (part 2)

ISSI seminar: "Conditional calibration for false discovery rate control under dependence" by Will Fithian: video, slides

Lecture (by Will): video, notes

Background reading:

• Conditional calibration for FDR control under dependence: Fithian and Lei 2020

• The control of the false discovery rate in multiple testing under dependency: Benjamini and Yekutieli, 2001

• Two simple sufficient conditions for FDR control: Blanchard and Roquain, 2010

Week 8

Meeting schedule: Mon Nov 16 + Wed Nov 18

Topic: Conditional selective inference (part 1)

Lecture (by Will): video, notes

ISSI seminar: "Inference following aggregate level hypothesis testing" by Ruth Heller: video, slides

Background reading:

• Exact post-selection inference with application to the LASSO: Lee et al., 2016

• Optimal inference after model selection: Fithian et al., 2014

• Selective inference with a randomized response: Tian and Taylor, 2018

• Post-selection Inference Following Aggregate Level Hypothesis Testing in Large Scale Genomic Data: Heller et al., 2016

Week 9

Meeting schedule: Mon Nov 30 + Wed Dec 2
[This week only - watch the ISSI seminar first, then the lecture]

Topic: Conditional selective inference (part 2)

Lecture (by Will): video, notes

ISSI seminar: "Selective Inference for Hierarchical Clustering" by Lucy Gao: video, slides

Background reading:

• Rank verification for exponential families: Hung and Fithian, 2019

• Statistical methods for replicability assessment: Hung and Fithian, 2020

• Selective inference for hierarchical clustering: Lucy Gao dissertation, Ch. 4, 2020