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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

We address the multiple testing problem under the assumption that the true/false hypotheses are driven by a Hidden Markov Model (HMM), which is recognized as a fundamental setting to model multiple testing under dependence since the seminal…

Methodology · Statistics 2021-05-04 Marie Perrot-Dockès , Gilles Blanchard , Pierre Neuvial , Etienne Roquain

False discovery rates (FDR) are an essential component of statistical inference, representing the propensity for an observed result to be mistaken. FDR estimates should accompany observed results to help the user contextualize the relevance…

Methodology · Statistics 2020-10-12 Megan Hollister Murray , Jeffrey D. Blume

Complex large-scale studies, such as those related to microarray data and fMRI studies, often involve testing multiple hierarchically ordered hypotheses. However, most existing false discovery rate (FDR) controlling procedures do not…

Methodology · Statistics 2016-12-15 Gavin Lynch , Wenge Guo

When testing a number of statistical hypotheses using data from location families, it is often useful to control the false discovery rate (FDR) not just for hypotheses of the null values but also of other parameter values that are deemed…

Methodology · Statistics 2026-05-12 Zijun Gao , Wenjie Hu , Qingyuan Zhao

We provide the first differentially private algorithms for controlling the false discovery rate (FDR) in multiple hypothesis testing, with essentially no loss in power under certain conditions. Our general approach is to adapt a well-known…

Statistics Theory · Mathematics 2015-11-13 Cynthia Dwork , Weijie Su , Li Zhang

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

This paper explores the intrinsic connections between the Bayesian false discovery rate (FDR) control procedures and their counterpart of frequentist procedures. We attempt to offer a unified view of FDR control within and beyond the…

Methodology · Statistics 2018-03-15 Xiaoquan Wen

Controlling False Discovery Rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring metrics…

Machine Learning · Statistics 2022-10-10 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…

Statistics Theory · Mathematics 2008-07-31 Zhiyi Chi

In modern scientific experiments, we frequently encounter data that have large dimensions, and in some experiments, such high dimensional data arrive sequentially rather than full data being available all at a time. We develop multiple…

Methodology · Statistics 2023-06-09 Rahul Roy , Shyamal K. De , Subir Kumar Bhandari

Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about…

Methodology · Statistics 2024-05-14 Boyan Duan , Larry Wasserman , Aaditya Ramdas

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

After the seminal Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR) was proposed, dozens of papers have attempted to improve its power by adapting to the unknown proportion of nulls. We observe that most null…

Methodology · Statistics 2026-03-24 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

Conformal novelty detection is a classical machine learning task for which uncertainty quantification is essential for providing reliable results. Recent work has shown that the BH procedure applied to conformal p-values controls the false…

Methodology · Statistics 2026-03-16 Zijun Gao , Etienne Roquain , Daniel Xiang

For multiple testing based on p-values with c\`{a}dl\`{a}g distribution functions, we propose an FDR procedure "BH+" with proven conservativeness. BH+ is at least as powerful as the BH procedure when they are applied to super-uniform…

Methodology · Statistics 2020-03-09 Xiongzhi Chen

Multiple hypothesis testing with false discovery rate (FDR) control is a fundamental problem in statistical inference, with broad applications in genomics, drug screening, and outlier detection. In many such settings, researchers may have…

Methodology · Statistics 2026-02-19 Yonghoon Lee , Meshi Bashari , Edgar Dobriban , Yaniv Romano

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

Online testing procedures aim to control the extent of false discoveries over a sequence of hypothesis tests, allowing for the possibility that early-stage test results influence the choice of hypotheses to be tested in later stages.…

Methodology · Statistics 2021-10-18 Aaron Fisher

Applying Benjamini and Hochberg (B-H) method to multiple Student's $t$ tests is a popular technique in gene selection in microarray data analysis. Because of the non-normality of the population, the true p-values of the hypothesis tests are…

Methodology · Statistics 2013-10-17 Weidong Liu , Qi-Man Shao
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