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Multiple testing with discrete p-values routinely arises in various scientific endeavors. However, procedures, including the false discovery rate (FDR) controlling Benjamini-Hochberg (BH) procedure, often used in such settings, being…

Methodology · Statistics 2019-06-06 Xiongzhi Chen , Sanat K. Sarkar

We consider multiple testing with false discovery rate (FDR) control when p-values have discrete and heterogeneous null distributions. We propose a new estimator of the proportion of true null hypotheses and demonstrate that it is less…

Methodology · Statistics 2018-03-15 Xiongzhi Chen , Rebecca W. Doerge , Joseph F. Heyse

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

E-values have gained attention as potential alternatives to p-values as measures of uncertainty, significance and evidence. In brief, e-values are realized by random variables with expectation at most one under the null; examples include…

Statistics Theory · Mathematics 2021-12-16 Ruodu Wang , Aaditya Ramdas

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

How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted…

Statistics Theory · Mathematics 2009-07-13 Etienne Roquain , Mark Van De Wiel

In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…

Methodology · Statistics 2021-05-25 Shinjini Nandi , Sanat K. Sarkar

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

The False Discovery Rate (FDR) paradigm aims to attain certain control on Type I errors with relatively high power for multiple hypothesis testing. The Benjamini--Hochberg (BH) procedure is a well-known FDR controlling procedure. Under a…

Statistics Theory · Mathematics 2007-11-06 Zhiyi Chi

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

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

The e-BH procedure is an e-value-based multiple testing procedure that provably controls the false discovery rate (FDR) under any dependence structure between the e-values. Despite this appealing theoretical FDR control guarantee, the e-BH…

Methodology · Statistics 2024-04-29 Junu Lee , Zhimei Ren

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

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

Multiple testing is an important research area with widespread scientific applications, including in biology and neuroscience. Among popularly adopted multiple testing procedures, many are based on p-values or Local false discovery rate…

Methodology · Statistics 2025-06-26 Shenghao Qin , Bowen Gang , Yin Xia

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

We introduce a new class of methods for finite-sample false discovery rate (FDR) control in multiple testing problems with dependent test statistics where the dependence is fully or partially known. Our approach separately calibrates a…

Methodology · Statistics 2020-07-22 William Fithian , Lihua Lei

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

Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…

Statistics Theory · Mathematics 2008-07-31 Zhiyi Chi

This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…

Statistics Theory · Mathematics 2025-06-16 Yu-Chien Bo Ning
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