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Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Jun Chen , Xianyang Zhang

One important partition of algorithms for controlling the false discovery rate (FDR) in multiple testing is into offline and online algorithms. The first generally achieve significantly higher power of discovery, while the latter allow…

Methodology · Statistics 2021-03-05 Tijana Zrnic , Daniel L. Jiang , Aaditya Ramdas , Michael I. Jordan

Conventional multiple hypothesis tests use step-up, step-down, or closed testing methods to control the overall error rates. We will discuss marrying these methods with adaptive multistage sampling rules and stopping rules to perform…

Methodology · Statistics 2011-07-12 Jay Bartroff , Tze Leung Lai

This analysis report presents an in-depth exploration of multiple hypothesis testing in the context of Genomics RNA-seq differential expression (DE) analysis, with a primary focus on techniques designed to control the false discovery rate…

Methodology · Statistics 2025-07-01 Shyam Gupta

How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted…

Statistics Theory · Mathematics 2009-07-13 Etienne Roquain , Mark Van De Wiel

This paper introduces the sequential CRT, which is a variable selection procedure that combines the conditional randomization test (CRT) and Selective SeqStep+. Valid p-values are constructed via the flexible CRT, which are then ordered and…

Methodology · Statistics 2022-04-08 Shuangning Li , Emmanuel J. Candès

Simultaneously performing variable selection and inference in high-dimensional regression models is an open challenge in statistics and machine learning. The increasing availability of vast amounts of variables requires the adoption of…

Methodology · Statistics 2025-05-08 Marco Molinari , Magne Thoresen

Empirical research in the social and medical sciences frequently involves testing multiple hypotheses simultaneously, increasing the risk of false positives due to chance. Classical multiple testing procedures, such as the Bonferroni…

Econometrics · Economics 2025-07-29 Sebastian Calonico , Sebastian Galiani

A scientist tests a continuous stream of hypotheses over time in the course of her investigation -- she does not test a predetermined, fixed number of hypotheses. The scientist wishes to make as many discoveries as possible while ensuring…

Methodology · Statistics 2023-11-14 Ziyu Xu , Aaditya Ramdas

We derive new algorithms for online multiple testing that provably control false discovery exceedance (FDX) while achieving orders of magnitude more power than previous methods. This statistical advance is enabled by the development of new…

Methodology · Statistics 2021-06-03 Ziyu Xu , Aaditya Ramdas

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

Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these…

Methodology · Statistics 2017-04-25 Weixin Cai , Nima S. Hejazi , Alan E. Hubbard

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

Statistics Theory · Mathematics 2019-10-29 Aditya Deshmukh , Srikrishna Bhashyam , Venugopal V. Veeravalli

When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…

Methodology · Statistics 2017-03-21 Wenge Guo , Joseph P. Romano

Public data repositories have enabled researchers to compare results across multiple genomic studies in order to replicate findings. A common approach is to first rank genes according to an hypothesis of interest within each study. Then,…

Applications · Statistics 2012-06-29 Loki Natarajan , Minya Pu , Karen Messer

We develop a technique to improve the power of any e-value by a simple randomization involving one independent uniform random variable. Using this framework, we show that two procedures for false discovery rate (FDR) control -- the…

Methodology · Statistics 2025-12-15 Ziyu Xu , Aaditya Ramdas

We address the multiple testing problem under the assumption that the true/false hypotheses are driven by a Hidden Markov Model (HMM), which is recognized as a fundamental setting to model multiple testing under dependence since the seminal…

Methodology · Statistics 2021-05-04 Marie Perrot-Dockès , Gilles Blanchard , Pierre Neuvial , Etienne Roquain

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

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

Multi-stream sequential change detection involves simultaneously monitoring many streams of data and trying to detect when their distributions change, if at all. Here, we theoretically study multiple testing issues that arise from detecting…

Statistics Theory · Mathematics 2025-02-04 Sanjit Dandapanthula , Aaditya Ramdas
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