深圳大学数学科学学院

荔园学者Colloquium第一百二十五期

讲座题目：A Selective Overview of FDR Control Methods in High Dimensions and A New Stabilized eBH Method

主讲人：钟威 教授（厦门大学）

讲座时间：2025年5月11日下午16:30-17:30

讲座地点：深圳大学粤海校区汇星楼一号教室

内容摘要： In this talk, I will first give a selective overview of False Discovery Rate (FDR) control methods, which provide a framework for controlling false signals in scientific discoveries. Numerous FDR control techniques, such as knockoff methods and data-splitting approaches, have been successfully developed and widely implemented in multiple testing and regression contexts. However, some of these methods can yield unstable results due to the inherent randomness of the algorithms. For instance, different constructions of knockoff copies can lead to different sets of selected variables. To enhance the stability and reproducibility of statistical outcomes, we propose a new unified stability approach for feature selection and multiple testing algorithms with FDR control, named Stabilized eBH. Our method aggregates e-values  based on rank statistics generated from multiple runs of the base algorithm to construct stabilized e-values, which are then processed using the eBH procedure. This approach not only improves FDR control and power performance but also enhances the stability. It is adaptable and can be applied to most existing FDR control methods. Moreover, we investigate the theoretical properties of the stability method, including asymptotic FDR control, power enhancement, and stability guarantee. Extensive numerical experiments and applications to real datasets demonstrate that the proposed method generally outperforms existing alternatives.

主讲人简介：钟威，现任厦门大学王亚南经济研究院、经济学院统计学与数据科学系教授、系主任、博士生导师。2012年获得美国宾夕法尼亚州立大学统计学博士学位，国家自科优青获得者（2019），福建省杰青获得者（2019）。主要从事高维数据统计分析、计量经济学、统计学与数据科学的应用等研究。先后担任美国统计协会会刊JASA等6个期刊编委（AE），在AOS、JASA、JOE、JMLR、中国科学数学等国内外统计学权威期刊发表（含接收）50多篇论文。曾获得第九届全国高等学校科学研究优秀成果奖、全国宝钢优秀教师奖、霍英东教育基金会全国高等院校青年科学奖二等奖、厦门大学青年教师技能比赛特等奖、厦门大学“我最喜爱的十位老师”、厦门大学教学创新大赛一等奖等。

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　 数学科学学院

2025年5月7日