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In meta analysis, multiple hypothesis testing and many other methods, p-values are utilized as inputs and assumed to be uniformly distributed over the unit interval under the null hypotheses. If data used to generate p-values have discrete…

Methodology · Statistics 2026-02-24 Joshua Habiger , Pratyaydipta Rudra

Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff…

Methodology · Statistics 2025-03-12 Wanteng Ma , Lilun Du , Dong Xia , Ming Yuan

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…

Methodology · Statistics 2024-12-03 Tomáš Mrkvička , Mari Myllymäki

Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…

Methodology · Statistics 2018-09-19 Jianqing Fan , Yuan Ke , Qiang Sun , Wen-Xin Zhou

Testing for differences in features between clusters in various applications often leads to inflated false positives when practitioners use the same dataset to identify clusters and then test features, an issue commonly known as ``double…

Methodology · Statistics 2024-10-10 Lijun Wang , Yingxin Lin , Hongyu Zhao

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

Multiple testing problems arising in modern scientific applications can involve simultaneously testing thousands or even millions of hypotheses, with relatively few true signals. In this paper, we consider the multiple testing problem where…

Methodology · Statistics 2016-06-28 Ang Li , Rina Foygel Barber

Conventional multiple testing procedures often assume hypotheses for different features are exchangeable. However, in many scientific applications, additional covariate information regarding the patterns of signals and nulls are available.…

Methodology · Statistics 2020-06-12 Xianyang Zhang , Jun Chen

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

The multiple testing procedure plays an important role in detecting the presence of spatial signals for large-scale imaging data. Typically, the spatial signals are sparse but clustered. This paper provides empirical evidence that for a…

Statistics Theory · Mathematics 2011-03-11 Chunming Zhang , Jianqing Fan , Tao Yu

In many statistical problems the hypotheses are naturally divided into groups, and the investigators are interested to perform group-level inference, possibly along with inference on individual hypotheses. We consider the goal of…

Statistics Theory · Mathematics 2021-05-20 Marina Bogomolov

We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…

Methodology · Statistics 2019-01-14 Jay Bartroff , Jinlin Song

The PC algorithm allows investigators to estimate a complete partially directed acyclic graph (CPDAG) from a finite dataset, but few groups have investigated strategies for estimating and controlling the false discovery rate (FDR) of the…

Machine Learning · Statistics 2017-05-11 Eric V. Strobl , Peter L. Spirtes , Shyam Visweswaran

Multiple hypothesis testing is a central topic in statistics, but despite abundant work on the false discovery rate (FDR) and the corresponding Type-II error concept known as the false non-discovery rate (FNR), a fine-grained understanding…

Statistics Theory · Mathematics 2017-05-17 Maxim Rabinovich , Aaditya Ramdas , Michael I. Jordan , Martin J. Wainwright

The present paper introduces new adaptive multiple tests which rely on the estimation of the number of true null hypotheses and which control the false discovery rate (FDR) at level alpha for finite sample size. We derive exact formulas for…

Statistics Theory · Mathematics 2014-10-24 Philipp Heesen , Arnold Janssen

Motivated by the genomic application of expression quantitative trait loci (eQTL) mapping, we propose a new procedure to perform simultaneous testing of multiple hypotheses using Bayes factors as input test statistics. One of the most…

Methodology · Statistics 2016-06-09 Xiaoquan Wen

A systematic multiple hypothesis testing approach is applied to the search for astrophysical sources of high energy neutrinos. The method is based on the maximisation of the detection power maintaining the control of the confidence level of…

Instrumentation and Methods for Astrophysics · Physics 2010-11-24 Bruny Baret , Mathieu Labare , Daniel Bertrand

In high dimensional variable selection problems, statisticians often seek to design multiple testing procedures that control the False Discovery Rate (FDR), while concurrently identifying a greater number of relevant variables. Model-X…

Statistics Theory · Mathematics 2023-07-25 Taejoo Ahn , Licong Lin , Song Mei

False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the…

Methodology · Statistics 2009-09-29 Weihua Tang , Cun-Hui Zhang

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