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It is frequently of interest to jointly analyze multiple sequences of multiple tests in order to identify simultaneous signals, defined as features tested in multiple studies whose test statistics are non-null in each. In many problems,…

Methodology · Statistics 2019-01-16 Sihai Dave Zhao , Yet Tien Nguyen

For a weighted false discovery rate (FDR) procedure for multiple testing the means of equicorrelated normal random variables, we provide an analytic, non-asymptotic, uniform FDR upper bound for its FDR. Two additional and related results…

Statistics Theory · Mathematics 2021-12-07 Faith Zhang , Xiongzhi Chen

In multiple hypotheses testing it has become widely popular to make inference on the true discovery proportion (TDP) of a set $\mathcal{M}$ of null hypotheses. This approach is useful for several application fields, such as neuroimaging and…

Methodology · Statistics 2023-10-13 Friederike Preusse , Anna Vesely , Thorsten Dickhaus

False discovery rate (FDR) is a cornerstone of modern multiple testing. However, it often fails to guarantee the reliability of "marginal" discoveries that lie at the boundary of the rejection set, which are often crucial in high-precision…

Methodology · Statistics 2026-05-12 Yifan Zhang , Wentao Zhang , Changliang Zou , Haojie Ren

We consider multiple testing means of many dependent Normal random variables that do not necessarily follow a joint Normal distribution. Under weak dependence, we show the uniform consistency of proportion estimators that are constructed as…

Methodology · Statistics 2022-05-09 Xiongzhi Chen

Competition-based FDR control has been commonly used for over a decade in the computational mass spectrometry community (Elias and Gygi, 2007). Recently, the approach has gained significant popularity in other fields after Barber and Candes…

Methodology · Statistics 2019-11-14 Kristen Emery , Syamand Hasam , William Stafford Noble , Uri Keich

In this paper, we consider the problem of simultaneously testing many two-sided hypotheses when rejections of null hypotheses are accompanied by claims of the direction of the alternative. The fundamental goal is to construct methods that…

Statistics Theory · Mathematics 2017-03-21 Anjana Grandhi , Wenge Guo , Joseph P. Romano

The False Discovery Rate (FDR) method has recently been described by Miller et al (2001), along with several examples of astrophysical applications. FDR is a new statistical procedure due to Benjamini and Hochberg (1995) for controlling the…

Astrophysics · Physics 2009-11-07 A. M. Hopkins , C. J. Miller , A. J. Connolly , C. Genovese , R. C. Nichol , L. Wasserman

In the high dimensional regression analysis when the number of predictors is much larger than the sample size, an important question is to select the important variable which are relevant to the response variable of interest. Variable…

Methodology · Statistics 2023-01-09 Pengsheng Ji , Zhigen Zhao

Online testing procedures assume that hypotheses are observed in sequence, and allow the significance thresholds for upcoming tests to depend on the test statistics observed so far. Some of the most popular online methods include alpha…

Methodology · Statistics 2022-02-11 Aaron Fisher

False discovery rate (FDR) is commonly used for correction for multiple testing in neuroimaging studies. However, when using two-tailed tests, making directional inferences about the results can lead to a vastly inflated error rate, even…

Methodology · Statistics 2025-12-16 Anderson M. Winkler , Paul A. Taylor , Thomas E. Nichols , Chris Rorden

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

The false discovery rate (FDR) and false nondiscovery rate (FNDR) have received considerable attention in the literature on multiple testing. These performance measures are also appropriate for classification, and in this work we develop…

Statistics Theory · Mathematics 2009-01-28 Clayton Scott , Gowtham Bellala , Rebecca Willett

In this paper, we present novel methodologies that incorporate auxiliary variables for multiple hypotheses testing related to the main point of interest while effectively controlling the false discovery rate. When dealing with multiple…

Methodology · Statistics 2026-02-23 Seohwa Hwang , Mark Louie Ramos , DoHwan Park , Junyong Park , Johan Lim , Erin Green

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…

Methodology · Statistics 2014-01-28 Ruth Heller , Hadas Gur

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano

The large bulk of work in multiple testing has focused on specifying procedures that control the false discovery rate (FDR), with relatively less attention being paid to the corresponding Type II error known as the false non-discovery rate…

Statistics Theory · Mathematics 2020-05-11 Max Rabinovich , Michael I. Jordan , Martin J. Wainwright

Clustered effects are often encountered in multiple hypothesis testing of spatial signals. In this paper, we propose a new method, termed \textit{two-dimensional spatial multiple testing} (2d-SMT) procedure, to control the false discovery…

Methodology · Statistics 2024-08-13 Linsui Deng , Kejun He , Xianyang Zhang

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…

Methodology · Statistics 2018-09-19 Jianqing Fan , Yuan Ke , Qiang Sun , Wen-Xin Zhou

Algorithms that ensure reproducible findings from large-scale, high-dimensional data are pivotal in numerous signal processing applications. In recent years, multivariate false discovery rate (FDR) controlling methods have emerged,…

Methodology · Statistics 2024-01-31 Jasin Machkour , Michael Muma , Daniel P. Palomar
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