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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

I proposed (8, 1, 3) that p values should be supplemented by an estimate of the false positive risk (FPR). FPR was defined as the probability that, if you claim that there is a real effect on the basis of p value from a single unbiased…

Other Statistics · Statistics 2020-08-10 David Colquhoun

We develop the distribution of the number of hypotheses found to be statistically significant using the rule from Benjamini and Hochberg (1995) for controlling the false discovery rate (FDR). This distribution has both a small sample form…

Methodology · Statistics 2018-02-27 Chang Yu , Daniel Zelterman

The introduction of the false discovery rate (FDR) by Benjamini and Hochberg has spurred a great interest in developing methodologies to control the FDR in various settings. The majority of existing approaches, however, address the FDR…

Methodology · Statistics 2016-06-09 Kasra Alishahi , Ahmad Reza Ehyaei , Ali Shojaie

The case-control design is often used to test associations between the case-control status and genetic variants. In addition to this primary phenotype a number of additional traits, known as secondary phenotypes, are routinely recorded and…

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

Replication studies are increasingly conducted but there is no established statistical criterion for replication success. We propose a novel approach combining reverse-Bayes analysis with Bayesian hypothesis testing: a sceptical prior is…

Methodology · Statistics 2022-12-15 Samuel Pawel , Leonhard Held

In the high dimensional regression analysis when the number of predictors is much larger than the sample size, an important question is to select the important variable which are relevant to the response variable of interest. Variable…

Methodology · Statistics 2023-01-09 Pengsheng Ji , Zhigen Zhao

The reproducibility of published research has become an important topic in science policy. A number of large-scale replication projects have been conducted to gauge the overall reproducibility in specific academic fields. Here, we present…

Applications · Statistics 2021-06-09 Michael Gordon , Domenico Viganola , Anna Dreber , Magnus Johannesson , Thomas Pfeiffer

This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…

Statistics Theory · Mathematics 2025-06-16 Yu-Chien Bo Ning

In a randomised clinical trial, when the result of the primary endpoint shows a significant benefit, the secondary endpoints are scrutinised to identify additional effects of the treatment. However, this approach entails a risk of…

In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…

Methodology · Statistics 2021-05-25 Shinjini Nandi , Sanat K. Sarkar

Classification approaches based on the direct estimation and analysis of posterior probabilities will degrade if the original class priors begin to change. We prove that a unique (up to scale) solution is possible to recover the data…

Machine Learning · Computer Science 2022-01-26 Jim Davis

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

Meta-analyses are commonly performed based on random-effects models, while in certain cases one might also argue in favour of a common-effect model. One such case may be given by the example of two "study twins" that are performed according…

Methodology · Statistics 2024-09-04 Christian Röver , Tim Friede

Much of science is (rightly or wrongly) driven by hypothesis testing. Even in situations where the hypothesis testing paradigm is correct, the common practice of basing inferences solely on p-values has been under intense criticism for over…

Methodology · Statistics 2015-12-31 M. J. Bayarri , Daniel J. Benjamin , James O. Berger , Thomas M. Sellke

Among plausible causes for replicability failure, one that has not received sufficient attention is the environment in which the research is conducted. Consisting of the population, equipment, personnel, and various conditions such as…

Methodology · Statistics 2020-09-01 James J. Higgins , Michael J. Higgins , Jinguang Lin

The impetus for writing this paper are the well publicized media reports that software failure was the cause of the two recent mishaps of the Boeing 737 Max aircraft. The problem considered here though, is a specific one, in the sense that…

Other Statistics · Statistics 2020-03-09 Nozer D. Singpurwalla , Boya Lai

Two-sample hypothesis testing for network comparison presents many significant challenges, including: leveraging repeated network observations and known node registration, but without requiring them to operate; relaxing strong structural…

Methodology · Statistics 2024-02-05 Meijia Shao , Dong Xia , Yuan Zhang , Qiong Wu , Shuo Chen

We introduce a general methodology for post hoc inference in a large-scale multiple testing framework. The approach is called "user-agnostic" in the sense that the statistical guarantee on the number of correct rejections holds for any set…

Statistics Theory · Mathematics 2025-03-25 Gilles Blanchard , Pierre Neuvial , Etienne Roquain