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The cluster mass test has been widely used for massively univariate tests in M/EEG, fMRI and, recently, pupillometry analysis. It is a powerful method for detecting effects while controlling weakly the family-wise error rate (FWER),…

Methodology · Statistics 2021-09-08 Jaromil Frossard , Olivier Renaud

As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…

Methodology · Statistics 2022-03-04 Adam Elder , Marco Carone , Peter Gilbert , Alex Luedtke

In this paper, we have attempted to study the behaviour of the family wise error rate (FWER) for Bonferroni's procedure and false discovery rate (FDR) of the Benjamini-Hodgeberg procedure for simultaneous testing problem with equicorrelated…

Methodology · Statistics 2020-08-20 Nabaneet Das , Subir Kumar Bhandari

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…

Methodology · Statistics 2023-07-25 David S. Robertson , James M. S. Wason , Aaditya Ramdas

Most scientific disciplines use significance testing to draw conclusions about experimental or observational data. This classical approach provides a theoretical guarantee for controlling the number of false positives across a set of…

Applications · Statistics 2023-03-06 Stanley E. Lazic

The fixed-X knockoff filter is a flexible framework for variable selection with false discovery rate (FDR) control in linear models with arbitrary design matrices (of full column rank) and it allows for finite-sample selective inference via…

Statistics Theory · Mathematics 2023-11-28 Mehrdad Pournaderi , Yu Xiang

In a context of multiple hypothesis testing, we provide several new exact calculations related to the false discovery proportion (FDP) of step-up and step-down procedures. For step-up procedures, we show that the number of erroneous…

Statistics Theory · Mathematics 2011-06-29 Etienne Roquain , Fanny Villers

The false discovery proportion (FDP) is a convenient way to account for false positives when a large number $m$ of tests are performed simultaneously. Romano and Wolf [Ann. Statist. 35 (2007) 1378-1408] have proposed a general principle…

Statistics Theory · Mathematics 2015-06-08 Sylvain Delattre , Etienne Roquain

Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses $\mathcal{H}(n) = (H_1,\dotsc, H_n)$, Benjamini and Hochberg introduced the false discovery…

Statistics Theory · Mathematics 2017-07-10 Adel Javanmard , Andrea Montanari

We propose a method of testing the shift between mean vectors of two multivariate Gaussian random variables in a high-dimensional setting incorporating the possible dependency and allowing $p > n$. This method is a combination of two…

Methodology · Statistics 2019-12-24 Tzviel Frostig , Yoav Benjamini

In many scenarios such as genome-wide association studies where dependences between variables commonly exist, it is often of interest to infer the interaction effects in the model. However, testing pairwise interactions among millions of…

Methodology · Statistics 2022-09-02 Jingyi Duan , Yang Ning , Xi Chen , Yong Chen

In this paper we introduce and investigate a new rejection curve for asymptotic control of the false discovery rate (FDR) in multiple hypotheses testing problems. We first give a heuristic motivation for this new curve and propose some…

Statistics Theory · Mathematics 2009-03-31 Helmut Finner , Thorsten Dickhaus , Markus Roters

Results on the false discovery rate (FDR) and the false nondiscovery rate (FNR) are developed for single-step multiple testing procedures. In addition to verifying desirable properties of FDR and FNR as measures of error rates, these…

Statistics Theory · Mathematics 2007-06-13 Sanat K. Sarkar

Platform trials evaluate multiple experimental treatments under a single master protocol, where new treatment arms are added to the trial over time. Given the multiple treatment comparisons, there is the potential for inflation of the…

Methodology · Statistics 2022-02-09 David S. Robertson , James M. S. Wason , Franz König , Martin Posch , Thomas Jaki

When conducting large scale inference, such as genome-wide association studies or image analysis, nominal $p$-values are often adjusted to improve control over the family-wise error rate (FWER). When the majority of tests are null,…

Methodology · Statistics 2017-07-20 Sarah Fletcher Mercaldo , Jeffrey D. Blume

This paper studies the classical problem of estimating the locations of signal occurrences in a noisy measurement. Based on a multiple hypothesis testing scheme, we design a K-sample statistical test to control the false discovery rate…

Signal Processing · Electrical Eng. & Systems 2022-09-26 Uriel Shiterburd , Tamir Bendory , Amichai Painsky

Multi-arm multi-stage (MAMS) trials have gained popularity to enhance the efficiency of clinical trials, potentially reducing both duration and costs. This paper focuses on designing MAMS trials where no control treatment exists. This can…

Methodology · Statistics 2025-02-12 Peter Greenstreet , Thomas Jaki , Alun Bedding , Pavel Mozgunov

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

Statistics Theory · Mathematics 2018-01-12 Tatsushi Oka , Pierre Perron

Modern biomedical research frequently involves testing multiple related hypotheses, while maintaining control over a suitable error rate. In many applications the false discovery rate (FDR), which is the expected proportion of false…

Methodology · Statistics 2018-09-27 David S. Robertson , James M. S. Wason

Sorted L-One Penalized Estimation (SLOPE) has shown the nice theoretical property as well as empirical behavior recently on the false discovery rate (FDR) control of high-dimensional feature selection by adaptively imposing the…

Statistics Theory · Mathematics 2023-02-22 Jingxuan Liang , Hong Chen , Xuelin Zhang , Weifu Li , Xin Tang