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Multiple testing with discrete p-values routinely arises in various scientific endeavors. However, procedures, including the false discovery rate (FDR) controlling Benjamini-Hochberg (BH) procedure, often used in such settings, being…

Methodology · Statistics 2019-06-06 Xiongzhi Chen , Sanat K. Sarkar

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

There is a significant literature on methods for incorporating knowledge into multiple testing procedures so as to improve their power and precision. Some common forms of prior knowledge include (a) beliefs about which hypotheses are null,…

Methodology · Statistics 2019-08-07 Aaditya Ramdas , Rina Foygel Barber , Martin J. Wainwright , Michael I. Jordan

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

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…

Statistics Theory · Mathematics 2011-11-09 Zhiyi Chi

While data-driven confounder selection requires careful consideration, it is frequently employed in observational studies. Widely recognized criteria for confounder selection include the minimal-set approach, which involves selecting…

Methodology · Statistics 2025-08-21 Kazuharu Harada , Masataka Taguri

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

Multiple comparison procedures that control a family-wise error rate or false discovery rate provide an achieved error rate as the adjusted p-value for each hypothesis tested. However, since such p-values are not probabilities that the null…

Methodology · Statistics 2013-09-03 David R. Bickel

Multiple testing literature contains ample research on controlling false discoveries for hypotheses classified according to one criterion, which we refer to as one-way classified hypotheses. Although simultaneous classification of…

Methodology · Statistics 2019-03-12 Shinjini Nandi , Sanat K. Sarkar

Despite the popularity of the false discovery rate (FDR) as an error control metric for large-scale multiple testing, its close Bayesian counterpart the local false discovery rate (lfdr), defined as the posterior probability that a…

Methodology · Statistics 2023-09-22 Jake A. Soloff , Daniel Xiang , William Fithian

Complex large-scale studies, such as those related to microarray data and fMRI studies, often involve testing multiple hierarchically ordered hypotheses. However, most existing false discovery rate (FDR) controlling procedures do not…

Methodology · Statistics 2016-12-15 Gavin Lynch , Wenge Guo

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

The steep rise in availability and usage of high-throughput technologies in biology brought with it a clear need for methods to control the False Discovery Rate (FDR) in multiple tests. Benjamini and Hochberg (BH) introduced in 1995 a…

Methodology · Statistics 2011-08-11 Amit Zeisel , Or Zuk , Eytan Domany

Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about…

Methodology · Statistics 2024-05-14 Boyan Duan , Larry Wasserman , Aaditya Ramdas

We propose a new empirical Bayes method for covariate-assisted multiple testing with false discovery rate (FDR) control, where we model the local false discovery rate for each hypothesis as a function of both its covariates and p-value. Our…

Methodology · Statistics 2021-07-01 Patrick Chao , William Fithian

We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the…

Methodology · Statistics 2021-05-27 Lilun Du , Xu Guo , Wenguang Sun , Changliang Zou

We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…

Methodology · Statistics 2014-02-10 Gilles Blanchard , Sylvain Delattre , Etienne Roquain

The present paper introduces new adaptive multiple tests which rely on the estimation of the number of true null hypotheses and which control the false discovery rate (FDR) at level alpha for finite sample size. We derive exact formulas for…

Statistics Theory · Mathematics 2014-10-24 Philipp Heesen , Arnold Janssen

Conventional multiple testing procedures often assume hypotheses for different features are exchangeable. However, in many scientific applications, additional covariate information regarding the patterns of signals and nulls are available.…

Methodology · Statistics 2020-06-12 Xianyang Zhang , Jun Chen

Multiple testing is a fundamental problem in high-dimensional statistical inference. Although many methods have been proposed to control false discoveries, it is still a challenging task when the tests are correlated to each other. To…

Statistics Theory · Mathematics 2022-07-06 Meng Mei , Yuan Jiang