multiple-testing

Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Control

The MultipleTesting package offers common algorithms for p-value adjustment and combination and more…

Solutions of applied exercises contained in "An Introduction to Statistical Learning with Applications in Python", by Tibshirani et al, edition 2023

Statistical inference of recent positive selection using IBD segments

Repository for R and Python packages and reproduction codes in Weighted Conformalized Selection paper

This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.

A Shiny app for graphical multiplicity control

Sequential Hypothesis Testing with e-Values and p-Values

A FDR controlling procedure based on hidden Markov random field (Biometrics-15 paper)

Causal Inference for Genomic Data with Multiple Heterogeneous Outcomes

Fixed Sequence Multiple Testing Procedures

Methods in my PhD thesis

Pre-registered falsification of the commodity carry premium (XS + TS) on 18 CME futures, 2010–2026 — design frozen before data; 0/2 arms promoted; four exchange-data identity traps documented along the way.

POSSA: Power simulation for sequential analyses and multiple hypotheses.

NYU DS-GA 1020 Final Project

Progressive permutation for a dynamic representation of the robustness of microbiome discoveries

A statistical framework for detecting significant drug combination synergies in cancer. By leveraging tissue-specific reference null distributions across multiple synergy metrics, we compute empirical p-values to standardize synergy detection, uncover novel interactions, and enable rigorous evaluation of drug combinations.

Backtest overfitting audit for factor research: probability of backtest overfitting (PBO), deflated Sharpe ratio, point-in-time data, purged walk-forward. Searches published factor libraries and reports what actually survived costs.

Open and reproducible empirical research on cryptocurrency cross-sectional factors, asset-pricing evidence, and robust validation.