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Related papers: On Online Control of False Discovery Rate

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This paper continues the line of research initiated in Liu et. al. (2016) on developing a novel framework for multiple testing of hypotheses grouped in a one-way classified form using hypothesis-specific local false discovery rates…

Methodology · Statistics 2022-11-22 Sanat K. Sarkar , Zhigen Zhao

The traditional approaches to false discovery rate (FDR) control in multiple hypothesis testing are usually based on the null distribution of a test statistic. However, all types of null distributions, including the theoretical,…

Methodology · Statistics 2021-04-13 Kun He , Mengjie Li , Yan Fu , Fuzhou Gong , Xiaoming Sun

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

This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289-300]. We develop a framework in which the False Discovery Proportion (FDP)--the number of false…

Statistics Theory · Mathematics 2007-06-13 Christopher Genovese , Larry Wasserman

In many practical applications of multiple hypothesis testing using the False Discovery Rate (FDR), the given hypotheses can be naturally partitioned into groups, and one may not only want to control the number of false discoveries (wrongly…

Methodology · Statistics 2016-11-01 Rina Foygel Barber , Aaditya Ramdas

When testing a number of statistical hypotheses using data from location families, it is often useful to control the false discovery rate (FDR) not just for hypotheses of the null values but also of other parameter values that are deemed…

Methodology · Statistics 2026-05-12 Zijun Gao , Wenjie Hu , Qingyuan Zhao

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

Controlling false discovery rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring possible…

Machine Learning · Statistics 2021-01-26 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

Differential privacy provides a rigorous framework for privacy-preserving data analysis. This paper proposes the first differentially private procedure for controlling the false discovery rate (FDR) in multiple hypothesis testing. Inspired…

Statistics Theory · Mathematics 2021-07-06 Cynthia Dwork , Weijie J. Su , Li Zhang

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

The concept of $k$-FWER has received much attention lately as an appropriate error rate for multiple testing when one seeks to control at least $k$ false rejections, for some fixed $k\ge 1$. A less conservative notion, the $k$-FDR, has been…

Statistics Theory · Mathematics 2009-06-18 Sanat K. Sarkar , Wenge Guo

We present a novel necessary and sufficient principle for multiple testing methods controlling an expected loss. This principle asserts that every such multiple testing method is a special case of a general closed testing procedure based on…

Methodology · Statistics 2026-01-05 Ziyu Xu , Aldo Solari , Lasse Fischer , Rianne de Heide , Aaditya Ramdas , Jelle Goeman

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

This paper is concerned with false discovery rate (FDR) control in large-scale multiple testing problems. We first propose a new data-driven testing procedure for controlling the FDR in large-scale t-tests for one-sample mean problem. The…

Statistics Theory · Mathematics 2020-03-02 Changliang Zou , Haojie Ren , Xu Guo , Runze Li

Multiple hypothesis testing is a central topic in statistics, but despite abundant work on the false discovery rate (FDR) and the corresponding Type-II error concept known as the false non-discovery rate (FNR), a fine-grained understanding…

Statistics Theory · Mathematics 2017-05-17 Maxim Rabinovich , Aaditya Ramdas , Michael I. Jordan , Martin J. Wainwright

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

The False Discovery Rate (FDR) is a commonly used type I error rate in multiple testing problems. It is defined as the expected False Discovery Proportion (FDP), that is, the expected fraction of false positives among rejected hypotheses.…

Statistics Theory · Mathematics 2013-10-04 Pierre Neuvial

We consider the problem of asynchronous online testing, aimed at providing control of the false discovery rate (FDR) during a continual stream of data collection and testing, where each test may be a sequential test that can start and stop…

Methodology · Statistics 2020-08-25 Tijana Zrnic , Aaditya Ramdas , Michael I. Jordan

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

The false discovery rate (FDR) and the false non-discovery rate (FNR), defined as the expected false discovery proportion (FDP) and the false non-discovery proportion (FNP), are the most popular benchmarks for multiple testing. Despite the…

Statistics Theory · Mathematics 2025-09-03 Yutong Nie , Yihong Wu