The paper introduces MAS (Model‑Agnostic Selection with agent‑X importance), a new method for controlling the false discovery rate (FDR) in variable selection that does not rely on specific model assumptions. MAS uses sample splitting, a novel agent‑X importance measure, a resplit‑per‑covariate strategy, and data aggregation to achieve asymptotic FDR control while improving computational efficiency and power. The authors provide theoretical guarantees and demonstrate competitive performance through extensive simulations and real‑data analyses.
arXiv:2604. 11305v3 Announce Type: replace Abstract: Conformal selection (CS) uses calibration data to identify test inputs whose unobserved outcomes are likely to satisfy a pre-specified minimal quality requirement, while controlling the false discovery rate (FDR).
arXiv:2607. 22985v1 Announce Type: cross Abstract: Conformalized selection has been widely applied to select high-quality candidates from large datasets with rigorous uncertainty quantification, such as reliable labeling, drug discovery, and the alignment of large language models.
The paper introduces PRIME, a new variable‑importance measure that addresses two limitations of the existing proportional marginal effects (PME) method: it is applicable to stochastic models and reduces computational cost. PRIME achieves this by employing a model‑free variable‑selection technique to isolate active variables before computing importance. Experiments on synthetic test functions and real datasets demonstrate that PRIME accurately and reliably quantifies variable importance from noisy input‑output data.
arXiv:2606. 15393v1 Announce Type: cross Abstract: Scientific discovery relies on large-scale hypothesis testing.
The paper introduces PRISMS, a framework that uses expert pairwise rankings of varying fidelity to curate scientific designs without relying on data-intensive regression models. By escalating queries from lower- to higher-fidelity rankers based on Fisher-information, PRISMS improves discovery recall and reduces the number of screening rounds compared to regression-only and non‑escalated ranking methods. In optimization tasks, PRISMS outperforms Bayesian optimization by achieving higher hypervolume.
arXiv:2607. 03161v1 Announce Type: cross Abstract: In selective deployment, practitioners act only on a model-chosen subset of individuals based on predicted conditional average treatment effects, but marginal conformal guarantees need not control reliability on that selected subset.
arXiv:2606. 00563v1 Announce Type: cross Abstract: Selection bias is a common and often unavoidable aspect of real-world data that challenges the generalizability of machine learning models.
arXiv:2608. 15669v1 Announce Type: new Abstract: Scientific discovery often involves optimising expensive-to-evaluate objectives over vast, structured, and open-ended hypothesis spaces, such as molecules, protein sequences, and computer programs.
arXiv:2511. 20851v3 Announce Type: replace-cross Abstract: Feature selection remains difficult in modern high-dimensional settings, and established methods such as Boruta and Recursive Feature Elimination are either computationally costly or lack a statistically justified stopping criterion for their importance scores.
arXiv:2605. 20726v2 Announce Type: replace-cross Abstract: Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold.
arXiv:2608. 07609v1 Announce Type: cross Abstract: High-throughput screening (HTS) assays are central to early-stage drug discovery but are often limited by extreme data sparsity, as primary screens typically use only a single replicate per test substance.
SelectPFN is a prior‑data‑fitted network that jointly performs Bayesian variable selection and prediction for sparse nonlinear regression. In a single forward pass it outputs posterior inclusion probabilities for each variable and makes predictions using only sampled subsets, ensuring excluded variables cannot influence the result. The method achieves exact finite‑sample false discovery rate control via column‑permutation equivariance and knockoff statistics, and outperforms lasso, BART, DART, LassoNet, and other sparse neural networks on synthetic and real data with up to 500 predictors.