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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

We introduce a multiple testing procedure that controls the median of the proportion of false discoveries (FDP) in a flexible way. The procedure only requires a vector of p-values as input and is comparable to the Benjamini-Hochberg method,…

Methodology · Statistics 2024-03-14 Jesse Hemerik , Aldo Solari , Jelle J Goeman

We investigate the multiplicity model with m values of some test statistic independently drawn from a mixture of no effect (null) and positive effect (alternative), where we seek to identify, the alternative test results with a controlled…

Methodology · Statistics 2024-02-06 Zhiwen Jiang , Stephan Morgenthaler

The Benjamini-Hochberg (BH) procedure is a celebrated method for multiple testing with false discovery rate (FDR) control. In this paper, we consider large-scale distributed networks where each node possesses a large number of p-values and…

Methodology · Statistics 2022-12-20 Mehrdad Pournaderi , Yu Xiang

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

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

This paper is a review of the popular Benjamini Hochberg Method and other related useful methods of Multiple Hypothesis testing. This is written with the purpose of serving a short but complete easy to understand review of the main article…

Methodology · Statistics 2014-06-30 Anish Acharya

We address a common problem in large-scale data analysis, and especially the field of genetics, the huge-scale testing problem, where millions to billions of hypotheses are tested together creating a computational challenge to perform…

Methodology · Statistics 2015-01-22 Vered Madar , Sandra Batista

In contemporary problems involving genetic or neuroimaging data, thousands of hypotheses need to be tested. Due to their high power, and finite sample guarantees on type-I error under weak assumptions, Monte Carlo permutation tests are…

Methodology · Statistics 2025-09-01 Lasse Fischer , Timothy Barry , Aaditya Ramdas

We propose sufficient conditions and computationally efficient procedures for false discovery rate control in multiple testing when the $p$-values are related by a known \emph{dependency graph} -- meaning that we assume independence of…

Methodology · Statistics 2025-07-01 Drew T. Nguyen , William Fithian

We investigate the properties of the Benjamini--Hochberg method for multiple testing and of a variant of Storey's generalization of it, extending and complementing the asymptotic and exact results available in the literature. Results are…

Statistics Theory · Mathematics 2007-06-13 J. A. Ferreira , A. H. Zwinderman

Motivated by recent findings in Li and Zhang (2025), which established an equivalence between certain p-value-based multiple testing procedures and the e-Benjamini-Hochberg procedure (Wang and Ramdas, 2022), we introduce a general framework…

Methodology · Statistics 2025-08-22 Guanxun Li , Xianyang Zhang

We consider the problem of comparing a reference distribution with several other distributions. Given a sample from both the reference and the comparison groups, we aim to identify the comparison groups whose distributions differ from that…

Methodology · Statistics 2025-11-26 Yonghoon Lee , Edgar Dobriban , Eric Tchetgen Tchetgen

A topological multiple testing scheme for one-dimensional domains is proposed where, rather than testing every spatial or temporal location for the presence of a signal, tests are performed only at the local maxima of the smoothed observed…

Statistics Theory · Mathematics 2012-03-15 Armin Schwartzman , Yulia Gavrilov , Robert J. Adler

In high-throughput screenings, it is common to estimate the effects of many treatments using a small number of independent trials of each. Because little is known about the distributional properties of the measurements from these trials, it…

Applications · Statistics 2025-03-17 Jackson Loper , Jeffrey Regier

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

When testing many hypotheses, often we do not have strong expectations about the directions of the effects. In some situations however, the alternative hypotheses are that the parameters lie in a certain direction or interval, and it is in…

Methodology · Statistics 2026-03-02 Jesse Hemerik

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

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

We present a novel necessary and sufficient principle for multiple testing methods controlling an expected loss. This principle asserts that every such multiple testing method is a special case of a general closed testing procedure based on…

Methodology · Statistics 2026-01-05 Ziyu Xu , Aldo Solari , Lasse Fischer , Rianne de Heide , Aaditya Ramdas , Jelle Goeman
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