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In the setting of multiple testing, compound p-values generalize p-values by asking for superuniformity to hold only \emph{on average} across all true nulls. We study the properties of the Benjamini--Hochberg procedure applied to compound…

Statistics Theory · Mathematics 2025-07-30 Rina Foygel Barber , Richard J Samworth

We discuss several approaches to defining power in studies designed around the Benjamini-Hochberg (BH) false discovery rate (FDR) procedure. We focus primarily on the \textit{average power} and the $\lambda$-\textit{power}, which are the…

Methodology · Statistics 2018-08-15 Grant Izmirlian

Since Benjamini and Hochberg introduced false discovery rate (FDR) in their seminal paper, this has become a very popular approach to the multiple comparisons problem. An increasingly popular topic within functional data analysis is local…

Methodology · Statistics 2019-08-16 Niels Lundtorp Olsen , Alessia Pini , Simone Vantini

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…

Methodology · Statistics 2024-12-03 Tomáš Mrkvička , Mari Myllymäki

We are considered with the false discovery rate (FDR) of the linear step-up test $\varphi^{LSU}$ considered by Benjamini and Hochberg (1995). It is well known that $\varphi^{LSU}$ controls the FDR at level $m_0 q / m$ if the joint…

Statistics Theory · Mathematics 2013-12-02 Taras Bodnar , Thorsten Dickhaus

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…

Statistics Theory · Mathematics 2009-07-13 Etienne Roquain , Mark Van De Wiel

Large-scale hypothesis testing is central to modern science, where controlling the False Discovery Rate (FDR) has become the standard approach to managing false positives across many simultaneous tests. Hypotheses rarely exist in isolation;…

Methodology · Statistics 2026-05-19 Binyamin Perets , Shie Mannor

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…

Methodology · Statistics 2020-07-03 Chenguang Dai , Buyu Lin , Xin Xing , Jun S. Liu

We consider multiple testing with false discovery rate (FDR) control when p-values have discrete and heterogeneous null distributions. We propose a new estimator of the proportion of true null hypotheses and demonstrate that it is less…

Methodology · Statistics 2018-03-15 Xiongzhi Chen , Rebecca W. Doerge , Joseph F. Heyse

Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

Statistics Theory · Mathematics 2011-03-10 Edsel A. Peña , Joshua D. Habiger , Wensong Wu

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

Multiple testing has been a popular topic in statistical research. Although vast works have been done, controlling the false discoveries remains a challenging task when the corresponding test statistics are dependent. Various methods have…

Statistics Theory · Mathematics 2022-07-05 Meng Mei , Tao Yu , Yuan Jiang

False discovery rate (FDR) is a commonly used criterion in multiple testing and the Benjamini-Hochberg (BH) procedure is arguably the most popular approach with FDR guarantee. To improve power, the adaptive BH procedure has been proposed by…

Methodology · Statistics 2023-10-11 Zijun Gao

This paper develops a general framework for controlling the false discovery rate (FDR) in multiple testing of Gaussian means against two-sided alternatives. The widely used Benjamini-Hochberg (BH) procedure provides exact FDR control under…

Methodology · Statistics 2025-11-26 Deepra Ghosh , Sanat K. Sarkar

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…

Methodology · Statistics 2014-06-30 Anish Acharya

In the multiple testing problem with independent tests, the classical linear step-up procedure controls the false discovery rate (FDR) at level $\pi_0\alpha$, where $\pi_0$ is the proportion of true null hypotheses and $\alpha$ is the…

Methodology · Statistics 2019-08-29 Peter MacDonald , Kun Liang , Arnold Janssen

Differentially private multiple testing procedures can protect the information of individuals used in hypothesis tests while guaranteeing a small fraction of false discoveries. In this paper, we propose a differentially private adaptive FDR…

Machine Learning · Statistics 2023-06-01 Xintao Xia , Zhanrui Cai

In this work we study an adaptive step-down procedure for testing $m$ hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical…

Statistics Theory · Mathematics 2009-04-01 Yulia Gavrilov , Yoav Benjamini , Sanat K. Sarkar

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

Methodology · Statistics 2015-03-05 Adel Javanmard , Andrea Montanari

Controlling the false discovery rate (FDR) in high-dimensional variable selection requires balancing rigorous error control with statistical power. Existing methods with provable guarantees are often overly conservative, creating a…

Methodology · Statistics 2026-02-06 Arnau Vilella , Jasin Machkour , Michael Muma , Daniel P. Palomar