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The estimation of functional networks through functional covariance and graphical models have recently attracted increasing attention in settings with high dimensional functional data, where the number of functional variables p is…

Statistics Theory · Mathematics 2024-09-05 Qin Fang , Qing Jiang , Xinghao Qiao

Heavy-tailed combination tests, such as the Cauchy combination test and harmonic mean p-value method, are widely used for testing global null hypotheses by aggregating dependent p-values. However, their theoretical guarantees under general…

Statistics Theory · Mathematics 2025-08-11 Lin Gui , Tiantian Mao , Jingshu Wang , Ruodu Wang

The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…

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

We study online multiple testing with feedback, where decisions are made sequentially and the true state of the hypothesis is revealed after the decision has been made, either instantly or with a delay. We propose GAIF, a feedback-enhanced…

Methodology · Statistics 2026-04-14 Lin Lu , Yuyang Huo , Haojie Ren , Zhaojun Wang , Changliang Zou

In this article, we derive and compare methods to derive \textit{p}-values and sets of confidence intervals with strong control of the family-wise error rates and coverage for estimates of treatment effects in cluster randomised trials with…

Methodology · Statistics 2023-02-08 Samuel I Watson , Joshua Akinyemi , Karla Hemming

Multiple imputation (MI) inference handles missing data by imputing the missing values $m$ times, and then combining the results from the $m$ complete-data analyses. However, the existing method for combining likelihood ratio tests (LRTs)…

Statistics Theory · Mathematics 2022-01-03 Kin Wai Chan , Xiao-Li Meng

This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of p-values without making any assumptions about their dependence structure. An old result by…

Statistics Theory · Mathematics 2019-10-09 Vladimir Vovk , Ruodu Wang

Contemporary testing problems in statistics are increasingly complex, i.e., high-dimensional. Tests based on the $2$- and $\infty$-norm have received considerable attention in such settings, as they are powerful against dense and sparse…

Econometrics · Economics 2024-10-23 Anders Bredahl Kock , David Preinerstorfer

We study how to combine p-values and e-values, and design multiple testing procedures where both p-values and e-values are available for every hypothesis. Our results provide a new perspective on multiple testing with data-driven weights:…

Methodology · Statistics 2023-07-19 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

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

This paper addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error…

Methodology · Statistics 2014-05-12 Jay Bartroff , Jinlin Song

This research deals with massive multiple hypothesis testing. First regarding multiple tests as an estimation problem under a proper population model, an error measurement called Erroneous Rejection Ratio (ERR) is introduced and related to…

Statistics Theory · Mathematics 2007-06-13 Cheng Cheng

Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano , Juliet Popper Shaffer

In the sparse sequence model, we consider a popular Bayesian multiple testing procedure and investigate for the first time its behaviour from the frequentist point of view. Given a spike-and-slab prior on the high-dimensional sparse unknown…

Statistics Theory · Mathematics 2022-03-29 Kweku Abraham , Ismael Castillo , Etienne Roquain

Multiple comparison procedures that control a family-wise error rate or false discovery rate provide an achieved error rate as the adjusted p-value for each hypothesis tested. However, since such p-values are not probabilities that the null…

Methodology · Statistics 2013-09-03 David R. Bickel

We consider a multiple hypothesis testing problem in a sensor network over the joint spatio-temporal domain. The sensor network is modeled as a graph, with each vertex representing a sensor and a signal over time associated with each…

Signal Processing · Electrical Eng. & Systems 2025-01-23 Xingchao Jian , Martin Gölz , Feng Ji , Wee Peng Tay , Abdelhak M. Zoubir

Hypothesis testing in the linear regression model is a fundamental statistical problem. We consider linear regression in the high-dimensional regime where the number of parameters exceeds the number of samples ($p> n$). In order to make…

Statistics Theory · Mathematics 2019-09-24 Adel Javanmard , Jason D. Lee

In many large scale multiple testing applications, the hypotheses often have a known graphical structure, such as gene ontology in gene expression data. Exploiting this graphical structure in multiple testing procedures can improve power as…

Methodology · Statistics 2018-12-04 Wenge Guo , Gavin Lynch , Joseph P. Romano

We argue that Bonferroni correction is a better choice for online experimentation than it is commonly given credit for. The case rests on four considerations. First, it is the simplest broadly implementable FWER-controlling method that…

Methodology · Statistics 2026-04-13 Mårten Schultzberg