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Multiple hypothesis testing with false discovery rate (FDR) control is a fundamental problem in statistical inference, with broad applications in genomics, drug screening, and outlier detection. In many such settings, researchers may have…

Methodology · Statistics 2026-02-19 Yonghoon Lee , Meshi Bashari , Edgar Dobriban , Yaniv Romano

This paper revisits the following open question in simultaneous testing of multivariate normal means against two-sided alternatives: Can the method of Benjamini and Hochberg (BH, 1995) control the false discovery rate (FDR) without imposing…

Statistics Theory · Mathematics 2023-04-12 Sanat K. Sarkar

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

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

Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…

Statistics Theory · Mathematics 2008-07-31 Zhiyi Chi

When testing many hypotheses, often we do not have strong expectations about the directions of the effects. In some situations however, the alternative hypotheses are that the parameters lie in a certain direction or interval, and it is in…

Methodology · Statistics 2026-03-02 Jesse Hemerik

A new online multiple testing procedure is described in the context of anomaly detection, which controls the False Discovery Rate (FDR). An accurate anomaly detector must control the false positive rate at a prescribed level while keeping…

Methodology · Statistics 2024-12-17 Etienne Krönert , Alain Célisse , Dalila Hattab

A systematic multiple hypothesis testing approach is applied to the search for astrophysical sources of high energy neutrinos. The method is based on the maximisation of the detection power maintaining the control of the confidence level of…

Instrumentation and Methods for Astrophysics · Physics 2010-11-24 Bruny Baret , Mathieu Labare , Daniel Bertrand

We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…

Statistics Theory · Mathematics 2008-11-21 Pierre Neuvial

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

Many approaches for multiple testing begin with the assumption that all tests in a given study should be combined into a global false-discovery-rate analysis. But this may be inappropriate for many of today's large-scale screening problems,…

Methodology · Statistics 2014-06-10 James G. Scott , Ryan C. Kelly , Matthew A. Smith , Pengcheng Zhou , Robert E. Kass

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano

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

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…

Statistics Theory · Mathematics 2007-06-13 Sanat K. Sarkar

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…

Methodology · Statistics 2022-06-07 Xiaoya Sun , Yan Fu

Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff…

Methodology · Statistics 2025-03-12 Wanteng Ma , Lilun Du , Dong Xia , Ming Yuan

Genomics biobanks are information treasure troves with thousands of phenotypes (e.g., diseases, traits) and millions of single nucleotide polymorphisms (SNPs). The development of methodologies that provide reproducible discoveries is…

Methodology · Statistics 2024-10-08 Jasin Machkour , Michael Muma , Daniel P. Palomar

In genome-wide association studies, hundreds of thousands of genetic features (genes, proteins, etc.) in a given case-control population are tested to verify existence of an association between each genetic marker and a specific disease. A…

Applications · Statistics 2021-02-01 Ali Karimnezhad

Modern biomedical research frequently involves testing multiple related hypotheses, while maintaining control over a suitable error rate. In many applications the false discovery rate (FDR), which is the expected proportion of false…

Methodology · Statistics 2018-09-27 David S. Robertson , James M. S. Wason

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