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The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection probability, integrated with respect to a given probability…

Statistics Theory · Mathematics 2025-05-26 Yanglei Song , Berkan Dulek , Sinan Gezici

A central goal in designing clinical trials is to find the test that maximizes power (or equivalently minimizes required sample size) for finding a false null hypothesis subject to the constraint of type I error. When there is more than one…

Methodology · Statistics 2022-09-21 Ruth Heller , Abba Krieger , Saharon Rosset

Identifying the most powerful test in multiple hypothesis testing under strong family-wise error rate (FWER) control is a fundamental problem in statistical methodology. State-of-the-art approaches formulate this as a constrained…

Methodology · Statistics 2025-12-17 Prasanjit Dubey , Xiaoming Huo

When many (m) null hypotheses are tested with a single dataset, the control of the number of false rejections is often the principal consideration. Two popular controlling rates are the probability of making at least one false discovery…

Methodology · Statistics 2013-07-11 Djalel Eddine Meskaldji , Jean-Philippe Thiran , Stephan Morgenthaler

In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

Methodology · Statistics 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

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

Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Jun Chen , Xianyang Zhang

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

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

We seek to design novel multiple testing procedures, which take into account a relevant notion of ''power'' or true discovery on the one hand, and allow computationally efficient test design and application on the other. Towards this end we…

Methodology · Statistics 2025-11-18 Rajesh Karmakar , Ruth Heller , Saharon Rosset

The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing…

Machine Learning · Statistics 2009-06-30 Sami Hanhijärvi , Kai Puolamäki , Gemma C. Garriga

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

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 consider the problem of simultaneously testing many two-sided hypotheses when rejections of null hypotheses are accompanied by claims of the direction of the alternative. The fundamental goal is to construct methods that…

Statistics Theory · Mathematics 2017-03-21 Anjana Grandhi , Wenge Guo , Joseph P. Romano

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

In the high dimensional regression analysis when the number of predictors is much larger than the sample size, an important question is to select the important variable which are relevant to the response variable of interest. Variable…

Methodology · Statistics 2023-01-09 Pengsheng Ji , Zhigen Zhao

As the volume and complexity of data continue to expand across various scientific disciplines, the need for robust methods to account for the multiplicity of comparisons has grown widespread. A popular measure of type 1 error rate in…

Methodology · Statistics 2024-11-19 Jianliang He , Bowen Gang , Luella Fu

Consider the multiple testing problem of testing null hypotheses $H_1,...,H_s$. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($\mathit{FWER}$),…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano , Azeem M. Shaikh

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

Statistics Theory · Mathematics 2009-02-17 Gilles Blanchard , Etienne Roquain

The highly influential two-group model in testing a large number of statistical hypotheses assumes that the test statistics are drawn independently from a mixture of a high probability null distribution and a low probability alternative.…

Methodology · Statistics 2020-12-08 Ruth Heller , Saharon Rosset
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