Edgar Dobriban

The Benjamini–Hochberg procedure can fail to control the FDR for correlated two-sided Gaussian tests

The Benjamini–Hochberg (BH) procedure is the standard method for controlling the false discovery rate (FDR) in large-scale studies involving testing multiple hypotheses. Whether the BH procedure controls the FDR for every correlation structure among two-sided Gaussian tests has b...

Selecting the number of components in PCA via random signflips

Principal component analysis (PCA) is a foundational tool in modern data analysis, and a crucial step in PCA is selecting the number of components to keep. However, classical selection methods (e.g., scree plots, parallel analysis, etc.) lack statistical guarantees in the increas...