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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

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

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Statistics Theory · Mathematics 2022-11-17 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

Some effort has been undertaken over the last decade to provide conditions for the control of the false discovery rate by the linear step-up procedure (LSU) for testing $n$ hypotheses when test statistics are dependent. In this paper we…

Statistics Theory · Mathematics 2007-10-18 Helmut Finner , Thorsten Dickhaus , Markus Roters

It is frequently of interest to jointly analyze multiple sequences of multiple tests in order to identify simultaneous signals, defined as features tested in multiple studies whose test statistics are non-null in each. In many problems,…

Methodology · Statistics 2019-01-16 Sihai Dave Zhao , Yet Tien Nguyen

Combining p-values from multiple independent tests is a fundamental task in statistical inference, but presents unique challenges when the p-values are discrete. We extend a recent optimal transport-based framework for combining discrete…

Methodology · Statistics 2025-08-05 Gonzalo Contador , Zheyang Wu

Multiple testing literature contains ample research on controlling false discoveries for hypotheses classified according to one criterion, which we refer to as one-way classified hypotheses. Although simultaneous classification of…

Methodology · Statistics 2019-03-12 Shinjini Nandi , Sanat K. Sarkar

The steep rise in availability and usage of high-throughput technologies in biology brought with it a clear need for methods to control the False Discovery Rate (FDR) in multiple tests. Benjamini and Hochberg (BH) introduced in 1995 a…

Methodology · Statistics 2011-08-11 Amit Zeisel , Or Zuk , Eytan Domany

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

When conducting large scale inference, such as genome-wide association studies or image analysis, nominal $p$-values are often adjusted to improve control over the family-wise error rate (FWER). When the majority of tests are null,…

Methodology · Statistics 2017-07-20 Sarah Fletcher Mercaldo , Jeffrey D. Blume

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 multiple testing several criteria to control for type I errors exist. The false discovery rate, which evaluates the expected proportion of false discoveries among the rejected null hypotheses, has become the standard approach in this…

Methodology · Statistics 2023-11-03 Jacobo de Uña-Álvarez

Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is…

Methodology · Statistics 2026-05-21 Ziang Song , Ying Jin , Emmanuel J. Candès

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Lifeng Lai

We collect self-contained elementary proofs of four results in the literature on the false discovery rate of the Benjamini-Hochberg (BH) procedure for independent or positive-regression dependent p-values, the Benjamini-Yekutieli correction…

Statistics Theory · Mathematics 2025-07-15 Ruodu Wang

Tens of thousands of simultaneous hypothesis tests are routinely performed in genomic studies to identify differentially expressed genes. However, due to unmeasured confounders, many standard statistical approaches may be substantially…

Methodology · Statistics 2025-03-18 Jin-Hong Du , Larry Wasserman , Kathryn Roeder

We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…

Statistics Theory · Mathematics 2020-10-15 Rasmus Erlemann , Richard Lockhart , Rihan Yao

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

Recent likelihood theory produces $p$-values that have remarkable accuracy and wide applicability. The calculations use familiar tools such as maximum likelihood values (MLEs), observed information and parameter rescaling. The usual…

Methodology · Statistics 2008-02-08 M. Bédard , D. A. S. Fraser , A. Wong
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