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Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) with good power. We show that FDR can be…

Statistics Theory · Mathematics 2008-05-21 Zhiyi Chi

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

False discovery rate (FDR) procedures provide misleading inference when testing multiple null hypotheses with heterogeneous multinomial data. For example, in the motivating study the goal is to identify species of bacteria near the roots of…

Methodology · Statistics 2015-11-05 Joshua Habiger , David Watts , Michael Anderson

The partial conjunction null hypothesis is tested in order to discover a signal that is present in multiple studies. The standard approach of carrying out a multiple test procedure on the partial conjunction (PC) $p$-values can be extremely…

Methodology · Statistics 2024-06-14 Thorsten Dickhaus , Ruth Heller , Anh-Tuan Hoang , Yosef Rinott

Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…

Methodology · Statistics 2020-11-30 Saharon Rosset , Ruth Heller , Amichai Painsky , Ehud Aharoni

Controlling False Discovery Rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring metrics…

Machine Learning · Statistics 2022-10-10 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

When hypotheses are tested in a stream and real-time decision-making is needed, online sequential hypothesis testing procedures are needed. Furthermore, these hypotheses are commonly partitioned into groups by their nature. For example, the…

Methodology · Statistics 2025-06-05 Runqiu Wang , Ran Dai

In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed.…

Machine Learning · Statistics 2020-10-22 Wanrong Zhang , Gautam Kamath , Rachel Cummings

We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…

Methodology · Statistics 2019-01-14 Jay Bartroff , Jinlin Song

Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…

Methodology · Statistics 2016-11-11 Gavin Lynch , Wenge Guo , Sanat K. Sarkar , Helmut Finner

Modern data analysis frequently involves large-scale hypothesis testing, which naturally gives rise to the problem of maintaining control of a suitable type I error rate, such as the false discovery rate (FDR). In many biomedical and…

Methodology · Statistics 2023-07-25 David S. Robertson , James M. S. Wason , Aaditya Ramdas

We propose sequential multiple testing procedures which control the false discover rate (FDR) or the positive false discovery rate (pFDR) under arbitrary dependence between the data streams. This is accomplished by "optimizing" an upper…

Methodology · Statistics 2024-11-27 Michael Hankin , Jay Bartroff

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

The use of weights provides an effective strategy to incorporate prior domain knowledge in large-scale inference. This paper studies weighted multiple testing in a decision-theoretic framework. We develop oracle and data-driven procedures…

Methodology · Statistics 2017-05-10 Pallavi Basu , T. Tony Cai , Kiranmoy Das , Wenguang Sun

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

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

Multiple testing is widely applied across scientific fields, particularly in genomic and health data analysis, where protecting sensitive personal information is imperative. However, developing private multiple testing algorithms for super…

Methodology · Statistics 2025-12-05 Kehan Wang , Wenxuan Song , Wangli Xu , Linglong Kong

Multiple hypotheses testing is a core problem in statistical inference and arises in almost every scientific field. Given a sequence of null hypotheses $\mathcal{H}(n) = (H_1,..., H_n)$, Benjamini and Hochberg…

Methodology · Statistics 2015-03-05 Adel Javanmard , Andrea Montanari

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

In this paper we introduce a novel procedure for improving multiple testing procedures (MTPs) under scenarios when the null hypothesis $p$-values tend to be stochastically larger than standard uniform (referred to as 'inflated'). An…

Methodology · Statistics 2025-08-29 Jules L. Ellis , Jakub Pecanka , Jelle Goeman