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This paper introduces novel weighted conformal p-values and methods for model-free selective inference. The problem is as follows: given test units with covariates $X$ and missing responses $Y$, how do we select units for which the…

Methodology · Statistics 2023-09-27 Ying Jin , Emmanuel J. Candès

This paper presents a powerful methodology for flexible full-data nonparametric novelty detection that offers distribution-free false discovery rate (FDR) control guarantees. Building on the full conformal inference framework and the…

Methodology · Statistics 2026-04-21 Junu Lee , Ilia Popov , Zhimei Ren

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

Multiple hypothesis testing, a situation when we wish to consider many hypotheses, is a core problem in statistical inference that arises in almost every scientific field. In this setting, controlling the false discovery rate (FDR), which…

Statistics Theory · Mathematics 2019-03-19 Shiyun Chen , Shiva Kasiviswanathan

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

The present paper establishes new multiple procedures for simultaneous testing of a large number of hypotheses under dependence. Special attention is devoted to experiments with rare false hypotheses. This sparsity assumption is typically…

Statistics Theory · Mathematics 2019-10-01 Marc Ditzhaus , Arnold Janssen

Addressing the simultaneous identification of contributory variables while controlling the false discovery rate (FDR) in high-dimensional data is a crucial statistical challenge. In this paper, we propose a novel model-free variable…

Methodology · Statistics 2024-04-23 Yixin Han , Xu Guo , Changliang Zou

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

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…

Applications · Statistics 2009-05-19 Yoav Benjamini , Yulia Gavrilov

In recent years, multiple hypothesis testing has come to the forefront of statistical research, ostensibly in relation to applications in genomics and some other emerging fields. The false discovery rate (FDR) and its variants provide very…

Statistics Theory · Mathematics 2008-12-18 Subhashis Ghosal , Anindya Roy , Yongqiang Tang

In this paper we introduce and investigate a new rejection curve for asymptotic control of the false discovery rate (FDR) in multiple hypotheses testing problems. We first give a heuristic motivation for this new curve and propose some…

Statistics Theory · Mathematics 2009-03-31 Helmut Finner , Thorsten Dickhaus , Markus Roters

Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…

Methodology · Statistics 2026-03-05 Haochen Lei , Yan Li , Hongyuan Cao

The effective utilization of structural information in data while ensuring statistical validity poses a significant challenge in false discovery rate (FDR) analyses. Conformal inference provides rigorous theory for grounding complex machine…

Methodology · Statistics 2024-06-18 Zinan Zhao , Wenguang Sun

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

This paper studies the semi-supervised novelty detection problem where a set of "typical" measurements is available to the researcher. Motivated by recent advances in multiple testing and conformal inference, we propose AdaDetect, a…

Methodology · Statistics 2023-10-26 Ariane Marandon , Lihua Lei , David Mary , Etienne Roquain

There has been recent interest in extending the ideas of False Discovery Rates (FDR) to variable selection in regression settings. Traditionally the FDR in these settings has been defined in terms of the coefficients of the full regression…

Methodology · Statistics 2013-02-12 Max Grazier G'Sell , Trevor Hastie , Robert Tibshirani

In many multiple testing applications in genetics, the signs of test statistics provide useful directional information, such as whether genes are potentially up- or down-regulated between two experimental conditions. However, most existing…

Methodology · Statistics 2025-07-22 Zhaoyang Tian , Kun Liang , Pengfei Li

Modern biological studies often involve testing many hypotheses organized in a group or a hierarchical structure, such as a directed acyclic graph (DAG). In these studies, researchers often wish to control the false discovery rate (FDR)…

Methodology · Statistics 2025-09-22 Marina Bogomolov , Shinjini Nandi

When hypotheses are tested in a stream and real-time decision-making is needed, online sequential hypothesis testing procedures are needed. Furthermore, these hypotheses are commonly partitioned into groups by their nature. For example, the…

Methodology · Statistics 2025-06-05 Runqiu Wang , Ran Dai

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
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