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Testing for differences in features between clusters in various applications often leads to inflated false positives when practitioners use the same dataset to identify clusters and then test features, an issue commonly known as ``double…

Methodology · Statistics 2024-10-10 Lijun Wang , Yingxin Lin , Hongyu Zhao

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

Considering the knockoff-based multiple testing framework of Barber and Cand\`es [2015], we revisit the method of Sarkar and Tang [2022] and identify it as a specific case of an un-normalized e-value weighted Benjamini-Hochberg procedure.…

Methodology · Statistics 2026-02-13 Aniket Biswas , Aaditya Ramdas

This paper presents a systematic framework for controlling false discovery rate in learning time-varying correlation networks from high-dimensional, non-linear, non-Gaussian and non-stationary time series with an increasing number of…

Methodology · Statistics 2025-12-16 Bufan Li , Lujia Bai , Weichi Wu

In modern multiple hypothesis testing, the availability of covariate information alongside the primary test statistics has motivated the development of more powerful and adaptive inference methods. However, most existing approaches rely on…

Methodology · Statistics 2025-11-20 Taehyoung Kim , Seohwa Hwang , Junyong Park

Recently, Barber and Cand\`es laid the theoretical foundation for a general framework for false discovery rate (FDR) control based on the notion of "knockoffs." A closely related FDR control methodology has long been employed in the…

Methodology · Statistics 2022-03-15 Dong Luo , Arya Ebadi , Yilun He , Kristen Emery , William Stafford Noble , Uri Keich

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

We consider large-scale studies in which thousands of significance tests are performed simultaneously. In some of these studies, the multiple testing procedure can be severely biased by latent confounding factors such as batch effects and…

Methodology · Statistics 2016-06-21 Jingshu Wang , Qingyuan Zhao , Trevor Hastie , Art B. Owen

The false discovery rate (FDR) measures the share of false positives in a set of statistical tests. I develop simple and intuitive bounds on the FDR in cross-sectional predictability publications. The simplest bound requires just a few…

General Finance · Quantitative Finance 2025-11-20 Andrew Y. Chen

Closed testing procedures are classically used for familywise error rate (FWER) control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion (FDP) in all subsets of the hypotheses. In this…

Methodology · Statistics 2019-11-15 Jelle Goeman , Rosa Meijer , Thijmen Krebs , Aldo Solari

This paper designs methods for decentralized multiple hypothesis testing on graphs that are equipped with provable guarantees on the false discovery rate (FDR). We consider the setting where distinct agents reside on the nodes of an…

Methodology · Statistics 2025-07-08 Aaditya Ramdas , Jianbo Chen , Martin J. Wainwright , Michael I. Jordan

Correlation networks are commonly used to infer associations between microbes and metabolites. The resulting p-values are then corrected for multiple comparisons using existing methods such as the Benjamini and Hochberg procedure to control…

Methodology · Statistics 2025-06-17 Jing Ma

In many scientific settings there is a need for adaptive experimental design to guide the process of identifying regions of the search space that contain as many true positives as possible subject to a low rate of false discoveries (i.e.…

Machine Learning · Statistics 2020-08-18 Lalit Jain , Kevin Jamieson

Motivated by recent findings in Li and Zhang (2025), which established an equivalence between certain p-value-based multiple testing procedures and the e-Benjamini-Hochberg procedure (Wang and Ramdas, 2022), we introduce a general framework…

Methodology · Statistics 2025-08-22 Guanxun Li , Xianyang Zhang

In large scale multiple testing problems, a two-class empirical Bayes approach can be used to control the false discovery rate (Fdr) for the entire array of hypotheses under study. A sample splitting step is incorporated to modify that…

Computation · Statistics 2019-12-13 Paramita Chakraborty , Chong Ma , John Grego , James Lynch

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

The simultaneous analysis of many statistical tests is ubiquitous in applications. Perhaps the most popular error rate used for avoiding type one error inflation is the false discovery rate (FDR). However, most theoretical and software…

Computation · Statistics 2019-04-04 Guillermo Durand , Florian Junge , Sebastian Döhler , Etienne Roquain

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

There is a challenge in selecting high-dimensional mediators when the mediators have complex correlation structures and interactions. In this work, we frame the high-dimensional mediator selection problem into a series of hypothesis tests…

Methodology · Statistics 2025-09-16 Runqiu Wang , Ran Dai , Jieqiong Wang , Kah Meng Soh , Ziyang Xu , Mohamed Azzam , Hongying Dai , Cheng Zheng

We show that the control of the false discovery rate (FDR) for a multiple testing procedure is implied by two coupled simple sufficient conditions. The first one, which we call ``self-consistency condition'', concerns the algorithm itself,…

Statistics Theory · Mathematics 2008-10-21 Gilles Blanchard , Etienne Roquain
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