Related papers: Size, power and false discovery rates
Boolean matrix factorization (BMF) is a popular and powerful technique for inferring knowledge from data. The mining result is the Boolean product of two matrices, approximating the input dataset. The Boolean product is a disjunction of…
Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…
A/B testing is a core tool for decision-making in business experimentation, particularly in digital platforms and marketplaces. Practitioners often prioritize lift in performance metrics while seeking to control the costs of false…
The generalized linear models (GLM) have been widely used in practice to model non-Gaussian response variables. When the number of explanatory features is relatively large, scientific researchers are of interest to perform controlled…
Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…
Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate in multiple testing problems, and proposed a procedure to control the FDR. For discrete data this procedure may be highly…
In genome-wide association studies, hundreds of thousands of genetic features (genes, proteins, etc.) in a given case-control population are tested to verify existence of an association between each genetic marker and a specific disease. A…
This paper presents a powerful methodology for flexible full-data nonparametric novelty detection that offers distribution-free false discovery rate (FDR) control guarantees. Building on the full conformal inference framework and the…
The introduction of the false discovery rate (FDR) by Benjamini and Hochberg has spurred a great interest in developing methodologies to control the FDR in various settings. The majority of existing approaches, however, address the FDR…
Large-scale multiple testing with highly correlated test statistics arises frequently in many scientific research. Incorporating correlation information in estimating false discovery proportion has attracted increasing attention in recent…
As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses…
Genomics biobanks are information treasure troves with thousands of phenotypes (e.g., diseases, traits) and millions of single nucleotide polymorphisms (SNPs). The development of methodologies that provide reproducible discoveries is…
Modern data analysis frequently involves large-scale hypothesis testing, which naturally gives rise to the problem of maintaining control of a suitable type I error rate, such as the false discovery rate (FDR). In many biomedical and…
This paper is a review of the popular Benjamini Hochberg Method and other related useful methods of Multiple Hypothesis testing. This is written with the purpose of serving a short but complete easy to understand review of the main article…
How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted…
Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…
Consider the problem of testing multiple null hypotheses. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($FWER$), the probability of even one…
The False Discovery Rate (FDR) is a commonly used type I error rate in multiple testing problems. It is defined as the expected False Discovery Proportion (FDP), that is, the expected fraction of false positives among rejected hypotheses.…
In large-scale studies with parallel signal-plus-noise observations, the local false discovery rate is a summary statistic that is often presumed to be equal to the posterior probability that the signal is null. We prefer to call the latter…
We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…