Related papers: Optimality in multiple comparison procedures
Given a multiple testing situation, the null hypotheses that appear to have sufficiently low probabilities of truth may be rejected using a simple, nonparametric method of decision theory. This applies not only to posterior levels of…
It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…
In many large multiple testing problems the hypotheses are divided into families. Given the data, families with evidence for true discoveries are selected, and hypotheses within them are tested. Neither controlling the error-rate in each…
Standard multiple testing procedures are designed to report a list of discoveries, or suspected false null hypotheses, given the hypotheses' p-values or test scores. Recently there has been a growing interest in enhancing such procedures by…
A/B testing is ubiquitous within the machine learning and data science operations of internet companies. Generically, the idea is to perform a statistical test of the hypothesis that a new feature is better than the existing platform---for…
The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…
Multiple hypothesis testing has been widely applied to problems dealing with high-dimensional data, e.g., selecting significant variables and controlling the selection error rate. The most prevailing measure of error rate used in the…
The positive false discovery rate (pFDR) is a useful overall measure of errors for multiple hypothesis testing, especially when the underlying goal is to attain one or more discoveries. Control of pFDR critically depends on how much…
When simultaneously testing multiple hypotheses, the usual approach in the context of confirmatory clinical trials is to control the familywise error rate (FWER), which bounds the probability of making at least one false rejection. In many…
Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…
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…
Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error…
Biological research often involves testing a growing number of null hypotheses as new data is accumulated over time. We study the problem of online control of the familywise error rate (FWER), that is testing an apriori unbounded sequence…
We seek to design novel multiple testing procedures, which take into account a relevant notion of ''power'' or true discovery on the one hand, and allow computationally efficient test design and application on the other. Towards this end we…
We propose the use of a new false discovery rate (FDR) controlling procedure as a model selection penalized method, and compare its performance to that of other penalized methods over a wide range of realistic settings: nonorthogonal design…
When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…
The $\gamma$-FDP and $k$-FWER multiple testing error metrics, which are tail probabilities of the respective error statistics, have become popular recently as less-stringent alternatives to the FDR and FWER. We propose general and flexible…
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…
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…
We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis $H_i$ we observe both a p-value $p_i$ and some predictor $x_i$ encoding contextual information about the hypothesis. For large-scale…