Related papers: The FDR-Linking Theorem
The Benjamini-Hochberg (BH) procedure is widely used to control the false detection rate (FDR) in multiple testing. Applications of this control abound in drug discovery, forensics, anomaly detection, and, in particular, machine learning,…
Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…
We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…
Since Benjamini and Hochberg introduced false discovery rate (FDR) in their seminal paper, this has become a very popular approach to the multiple comparisons problem. An increasingly popular topic within functional data analysis is local…
Much effort has been done to control the "false discovery rate" (FDR) when $m$ hypotheses are tested simultaneously. The FDR is the expectation of the "false discovery proportion" $\text{FDP}=V/R$ given by the ratio of the number of false…
We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of…
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…
Multiple hypotheses testing is a core problem in statistical inference and arises in almost every scientific field. Given a sequence of null hypotheses $\mathcal{H}(n) = (H_1,..., H_n)$, Benjamini and Hochberg…
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…
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…
A new online multiple testing procedure is described in the context of anomaly detection, which controls the False Discovery Rate (FDR). An accurate anomaly detector must control the false positive rate at a prescribed level while keeping…
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…
In many scenarios such as genome-wide association studies where dependences between variables commonly exist, it is often of interest to infer the interaction effects in the model. However, testing pairwise interactions among millions of…
We propose a new method for predicting multiple missing links in partially observed networks while controlling the false discovery rate (FDR), a largely unresolved challenge in network analysis. The main difficulty lies in handling complex…
As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses…
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…
Most link prediction methods return estimates of the connection probability of missing edges in a graph. Such output can be used to rank the missing edges from most to least likely to be a true edge, but does not directly provide a…
Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…
Correlation networks are commonly used to infer associations between microbes and metabolites. The resulting p-values are then corrected for multiple comparisons using existing methods such as the Benjamini and Hochberg procedure to control…
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…