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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

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

Multiple hypothesis testing, a situation when we wish to consider many hypotheses, is a core problem in statistical inference that arises in almost every scientific field. In this setting, controlling the false discovery rate (FDR), which…

Statistics Theory · Mathematics 2019-03-19 Shiyun Chen , Shiva Kasiviswanathan

Controlling the false discovery rate (FDR) is a popular approach to multiple testing, variable selection, and related problems of simultaneous inference. In many contemporary applications, models are not specified by discrete variables,…

Statistics Theory · Mathematics 2024-04-16 Mateo Díaz , Venkat Chandrasekaran

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

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

Consider the multiple testing problem of testing null hypotheses $H_1,...,H_s$. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($\mathit{FWER}$),…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano , Azeem M. Shaikh

Much effort has been made to improve the famous step up test of Benjamini and Hochberg given by linear critical values $\frac{i\alpha}{n}$. It is pointed out by Gavrilov, Benjamini and Sarkar that step down multiple tests based on the…

Statistics Theory · Mathematics 2016-08-10 Julia Benditkis , Arnold Janssen

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

This paper develops a general framework for controlling the false discovery rate (FDR) in multiple testing of Gaussian means against two-sided alternatives. The widely used Benjamini-Hochberg (BH) procedure provides exact FDR control under…

Methodology · Statistics 2025-11-26 Deepra Ghosh , Sanat K. Sarkar

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

The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…

Statistics Theory · Mathematics 2009-06-18 Arthur Cohen , Harold B. Sackrowitz , Minya Xu

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

In a one-way analysis-of-variance (ANOVA) model, the number of all pairwise comparisons can be large even when there are only a moderate number of groups. Motivated by this, we consider a regime with a growing number of groups, and prove…

Statistics Theory · Mathematics 2023-12-12 Weidong Liu , Dennis Leung , Qiman Shao

The mitigation of false positives is an important issue when conducting multiple hypothesis testing. The most popular paradigm for false positives mitigation in high-dimensional applications is via the control of the false discovery rate…

Methodology · Statistics 2018-07-17 Hien D. Nguyen , Yohan Yee , Geoffrey J. McLachlan , Jason P. Lerch

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

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 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

After the seminal Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR) was proposed, dozens of papers have attempted to improve its power by adapting to the unknown proportion of nulls. We observe that most null…

Methodology · Statistics 2026-03-24 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

We provide the first differentially private algorithms for controlling the false discovery rate (FDR) in multiple hypothesis testing, with essentially no loss in power under certain conditions. Our general approach is to adapt a well-known…

Statistics Theory · Mathematics 2015-11-13 Cynthia Dwork , Weijie Su , Li Zhang