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A resurgence of interest in multiple hypothesis testing has occurred in the last decade. Motivated by studies in genomics, microarrays, DNA sequencing, drug screening, clinical trials, bioassays, education and psychology, statisticians have…

Statistics Theory · Mathematics 2007-06-13 Arthur Cohen , Harold B. Sackrowitz

In this article, we propose a factor-adjusted multiple testing (FAT) procedure based on factor-adjusted p-values in a linear factor model involving some observable and unobservable factors, for the purpose of selecting skilled funds in…

Methodology · Statistics 2019-03-04 Wei Lan , Lilun Du

Weighting the p-values is a well-established strategy that improves the power of multiple testing procedures while dealing with heterogeneous data. However, how to achieve this task in an optimal way is rarely considered in the literature.…

Statistics Theory · Mathematics 2019-03-22 Guillermo Durand

False discovery rate (FDR) control is a popular approach for maintaining the integrity of statistical analyses, especially in high-dimensional data settings, where multiple comparisons increase the risk of false positives. FDR control has…

Signal Processing · Electrical Eng. & Systems 2026-03-03 Fabian Scheidt , Jasin Machkour , Michael Muma

There is recent interest in estimating the false discovery rate (FDR) with published p-values. However, there is little formal research that addresses the manner and extent to which the presumed selection, or publication, bias model impacts…

Methodology · Statistics 2026-03-03 Tianyu Cao , Sangyoon Yi , Joshua Habiger

Results on the false discovery rate (FDR) and the false nondiscovery rate (FNR) are developed for single-step multiple testing procedures. In addition to verifying desirable properties of FDR and FNR as measures of error rates, these…

Statistics Theory · Mathematics 2007-06-13 Sanat K. Sarkar

Multiple resolutions arise across a range of explanatory features due to domain-specific structures, leading to the formation of feature groups. It follows that the simultaneous detection of significant features and groups aimed at a…

Methodology · Statistics 2025-12-23 Chengyao Yu , Ruixing Ming , Min Xiao , Zhanfeng Wang , Bingyi Jing

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 propose the use of a new false discovery rate (FDR) controlling procedure as a model selection penalized method, and compare its performance to that of other penalized methods over a wide range of realistic settings: nonorthogonal design…

Applications · Statistics 2009-05-19 Yoav Benjamini , Yulia Gavrilov

Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…

Methodology · Statistics 2020-12-17 Chenguang Dai , Buyu Lin , Xin Xing , Jun S. Liu

Monte Carlo tests are widely used for computing valid p-values without requiring known distributions of test statistics. When performing multiple Monte Carlo tests, it is essential to maintain control of the type I error. Some techniques…

Methodology · Statistics 2025-12-08 Christophe A. N. Biscio , Adrien Mazoyer , Martin V. Vejling

Consider testing multiple hypotheses using tests that can only be evaluated by simulation, such as permutation tests or bootstrap tests. This article introduces MMCTest, a sequential algorithm which gives, with arbitrarily high probability,…

Methodology · Statistics 2018-10-17 Axel Gandy , Georg Hahn

This paper explores a connection between empirical Bayes posterior distributions and false discovery rate (FDR) control. In the Gaussian sequence model, this work shows that empirical Bayes-calibrated spike and slab posterior distributions…

Statistics Theory · Mathematics 2019-06-18 Ismael Castillo , Etienne Roquain

In many modern applications, large-scale sensor networks are used to perform statistical inference tasks. In this paper, we propose Bayesian methods for multiple change-point detection using a sensor network in which a fusion center (FC)…

Information Theory · Computer Science 2023-07-19 Eyal Nitzan , Topi Halme , Visa Koivunen

Given $m$ unknown parameters with corresponding independent estimators, the Benjamini-Hochberg (BH) procedure can be used to classify the sign of parameters such that the expected proportion of erroneous directional decisions (directional…

Methodology · Statistics 2018-05-24 Asaf Weinstein , Daniel Yekutieli

In genome-wide epigenetic studies, exposures (e.g., Single Nucleotide Polymorphisms) affect outcomes (e.g., gene expression) through intermediate variables such as DNA methylation. Mediation analysis offers a way to study these intermediate…

Methodology · Statistics 2025-12-08 Asmita Roy , Xianyang Zhang

In a multiple testing framework, we propose a method that identifies the interval with the highest estimated false discovery rate of P-values and rejects the corresponding null hypotheses. Unlike the Benjamini-Hochberg method, which does…

Statistics Theory · Mathematics 2018-08-03 Shiyun Chen , Andrew Ying , Ery Arias-Castro

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

In online multiple testing, the hypotheses arrive one by one, and at each time we must immediately reject or accept the current hypothesis solely based on the data and hypotheses observed so far. Many online procedures have been proposed,…

Methodology · Statistics 2026-02-27 Lasse Fischer , Ziyu Xu , Aaditya Ramdas

False discovery rate (FDR) is a cornerstone of modern multiple testing. However, it often fails to guarantee the reliability of "marginal" discoveries that lie at the boundary of the rejection set, which are often crucial in high-precision…

Methodology · Statistics 2026-05-12 Yifan Zhang , Wentao Zhang , Changliang Zou , Haojie Ren
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