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In many fields of science, we observe a response variable together with a large number of potential explanatory variables, and would like to be able to discover which variables are truly associated with the response. At the same time, we…

Methodology · Statistics 2015-10-15 Rina Foygel Barber , Emmanuel J. Candès

We present a novel necessary and sufficient principle for False Discovery Rate (FDR) control. This e-Partitioning Principle says that a procedure controls FDR if and only if it is a special case of a general e-Partitioning procedure. By…

Statistics Theory · Mathematics 2025-09-15 Jelle Goeman , Rianne de Heide , Aldo Solari

In the setting of multiple testing, compound p-values generalize p-values by asking for superuniformity to hold only \emph{on average} across all true nulls. We study the properties of the Benjamini--Hochberg procedure applied to compound…

Statistics Theory · Mathematics 2025-07-30 Rina Foygel Barber , Richard J Samworth

Multiple testing with false discovery rate (FDR) control has been widely conducted in the ``discrete paradigm" where p-values have discrete and heterogeneous null distributions. However, in this scenario existing FDR procedures often lose…

Methodology · Statistics 2019-07-23 Xiongzhi Chen , R. W. Doerge , Sanat K. Sarkar

With the rapid growth of crowdsourcing platforms it has become easy and relatively inexpensive to collect a dataset labeled by multiple annotators in a short time. However due to the lack of control over the quality of the annotators, some…

Machine Learning · Statistics 2016-06-17 Qianqian Xu , Jiechao Xiong , Xiaochun Cao , Yuan Yao

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 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

The positive false discovery rate (pFDR) is a useful overall measure of errors for multiple hypothesis testing, especially when the underlying goal is to attain one or more discoveries. Control of pFDR critically depends on how much…

Statistics Theory · Mathematics 2011-11-09 Zhiyi Chi

In many applications, the process of identifying a specific feature of interest often involves testing multiple hypotheses for their joint statistical significance. Examples include mediation analysis which simultaneously examines the…

Methodology · Statistics 2023-05-30 Linsui Deng , Kejun He , Xianyang Zhang

This paper studies the classical problem of estimating the locations of signal occurrences in a noisy measurement. Based on a multiple hypothesis testing scheme, we design a K-sample statistical test to control the false discovery rate…

Signal Processing · Electrical Eng. & Systems 2022-09-26 Uriel Shiterburd , Tamir Bendory , Amichai Painsky

Clustered effects are often encountered in multiple hypothesis testing of spatial signals. In this paper, we propose a new method, termed \textit{two-dimensional spatial multiple testing} (2d-SMT) procedure, to control the false discovery…

Methodology · Statistics 2024-08-13 Linsui Deng , Kejun He , Xianyang Zhang

In a context of multiple hypothesis testing, we provide several new exact calculations related to the false discovery proportion (FDP) of step-up and step-down procedures. For step-up procedures, we show that the number of erroneous…

Statistics Theory · Mathematics 2011-06-29 Etienne Roquain , Fanny Villers

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

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

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

Hypothesis generation is a fundamental step in scientific discovery, yet it is increasingly challenged by information overload and disciplinary fragmentation. Recent advances in Large Language Models (LLMs) have sparked growing interest in…

Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…

Methodology · Statistics 2020-08-17 Yuxiang Xie , Kwun Chuen Gary Chan

We study when low coordinate degree functions (LCDF) -- linear combinations of functions depending on small subsets of entries of a vector -- can hypothesis test between high-dimensional probability measures. These functions are a…

Statistics Theory · Mathematics 2024-03-13 Dmitriy Kunisky

We consider the problem of comparing a reference distribution with several other distributions. Given a sample from both the reference and the comparison groups, we aim to identify the comparison groups whose distributions differ from that…

Methodology · Statistics 2025-11-26 Yonghoon Lee , Edgar Dobriban , Eric Tchetgen Tchetgen

Model-free knockoffs is a recently proposed technique for identifying covariates that is likely to have an effect on a response variable. The method is an efficient method to control the false discovery rate in hypothesis tests for separate…

Methodology · Statistics 2019-03-29 Lars Holden , Kristoffer Hellton