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E-values have gained attention as potential alternatives to p-values as measures of uncertainty, significance and evidence. In brief, e-values are realized by random variables with expectation at most one under the null; examples include…

Statistics Theory · Mathematics 2021-12-16 Ruodu Wang , Aaditya Ramdas

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

Multiple testing adjustments, such as the Benjamini and Hochberg (1995) step-up procedure for controlling the false discovery rate (FDR), are typically applied to families of tests that control significance level in the classical sense: for…

Methodology · Statistics 2025-05-19 Timothy B. Armstrong

We consider the problem of comparing a reference distribution with several other distributions. Given a sample from both the reference and the comparison groups, we aim to identify the comparison groups whose distributions differ from that…

Methodology · Statistics 2025-11-26 Yonghoon Lee , Edgar Dobriban , Eric Tchetgen Tchetgen

After the seminal Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR) was proposed, dozens of papers have attempted to improve its power by adapting to the unknown proportion of nulls. We observe that most null…

Methodology · Statistics 2026-03-24 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

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

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

Competition-based approach to controlling the false discovery rate (FDR) recently rose to prominence when, generalizing it to sequential hypothesis testing, Barber and Cand\`es used it as part of their knockoff-filter. Control of the FDR…

Methodology · Statistics 2023-02-24 Arya Ebadi , Dong Luo , Jack Freestone , William Stafford Noble , Uri Keich

Multiple tests are designed to test a whole collection of null hypotheses simultaneously. Their quality is often judged by the false discovery rate (FDR), i.e. the expectation of the quotient of the number of false rejections divided by the…

Statistics Theory · Mathematics 2015-11-24 Julia Benditkis , Philipp Heesen , Arnold Janssen

To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically…

Statistics Theory · Mathematics 2017-09-18 Sebastian Döhler , Guillermo Durand , 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

Inequalities are key tools to prove FDR control of a multiple test. The present paper studies upper and lower bounds for the FDR under various dependence structures of p-values, namely independence, reverse martingale dependence and…

Statistics Theory · Mathematics 2015-02-18 Philipp Heesen , Arnold Janssen

We provide the first differentially private algorithms for controlling the false discovery rate (FDR) in multiple hypothesis testing, with essentially no loss in power under certain conditions. Our general approach is to adapt a well-known…

Statistics Theory · Mathematics 2015-11-13 Cynthia Dwork , Weijie Su , Li Zhang

False discovery rates (FDR) are typically estimated from a mixture of a null and an alternative distribution. Here, we study a complementary approach proposed by Rice and Spiegelhalter (2008) that uses as primary quantities the null model…

Methodology · Statistics 2011-08-03 Bernd Klaus , Korbinian Strimmer

In this article we develop a method for performing post hoc inference of the False Discovery Proportion (FDP) over multiple contrasts of interest in the multivariate linear model. To do so we use the bootstrap to simulate from the…

Methodology · Statistics 2022-09-21 Samuel Davenport , Bertrand Thirion , Pierre Neuvial

This paper introduces the \texttt{FDR-linking} theorem, a novel technique for understanding \textit{non-asymptotic} FDR control of the Benjamini--Hochberg (BH) procedure under arbitrary dependence of the $p$-values. This theorem offers a…

Statistics Theory · Mathematics 2018-12-24 Weijie J. Su

While traditional multiple testing procedures prohibit adaptive analysis choices made by users, Goeman and Solari (2011) proposed a simultaneous inference framework that allows users such flexibility while preserving high-probability bounds…

Statistics Theory · Mathematics 2021-01-05 Eugene Katsevich , Aaditya Ramdas

This work concerns controlling the false discovery rate (FDR) in networks under communication constraints. We present sample-and-forward, a flexible and communication-efficient version of the Benjamini-Hochberg (BH) procedure for multihop…

Signal Processing · Electrical Eng. & Systems 2023-05-17 Mehrdad Pournaderi , Yu Xiang

We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of…

Methodology · Statistics 2026-03-17 Jinyuan Chang , Chenlong Li , Cheng Yong Tang , Zhengtian Zhu

False discovery rate (FDR) has been a key metric for error control in multiple hypothesis testing, and many methods have developed for FDR control across a diverse cross-section of settings and applications. We develop a closure principle…

Methodology · Statistics 2025-09-04 Ziyu Xu , Lasse Fischer , Aaditya Ramdas