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The false discovery rate (FDR) and false nondiscovery rate (FNDR) have received considerable attention in the literature on multiple testing. These performance measures are also appropriate for classification, and in this work we develop…

Statistics Theory · Mathematics 2009-01-28 Clayton Scott , Gowtham Bellala , Rebecca Willett

Multiple testing with false discovery rate (FDR) control has been widely conducted in the ``discrete paradigm" where p-values have discrete and heterogeneous null distributions. However, in this scenario existing FDR procedures often lose…

Methodology · Statistics 2019-07-23 Xiongzhi Chen , R. W. Doerge , Sanat K. Sarkar

The effective utilization of structural information in data while ensuring statistical validity poses a significant challenge in false discovery rate (FDR) analyses. Conformal inference provides rigorous theory for grounding complex machine…

Methodology · Statistics 2024-06-18 Zinan Zhao , Wenguang Sun

We introduce an Integrative Ranking and Thresholding (IRT) framework for fusing evidence from multiple testing procedures. The key innovation is a method that transforms binary testing decisions into compound $e-$values, enabling the…

Methodology · Statistics 2025-09-04 Trambak Banerjee , Bowen Gang , Jianliang He

This paper studies the semi-supervised novelty detection problem where a set of "typical" measurements is available to the researcher. Motivated by recent advances in multiple testing and conformal inference, we propose AdaDetect, a…

Methodology · Statistics 2023-10-26 Ariane Marandon , Lihua Lei , David Mary , Etienne Roquain

False discovery rate (FDR) is a cornerstone of modern multiple testing. However, it often fails to guarantee the reliability of "marginal" discoveries that lie at the boundary of the rejection set, which are often crucial in high-precision…

Methodology · Statistics 2026-05-12 Yifan Zhang , Wentao Zhang , Changliang Zou , Haojie Ren

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

Controlling the false discovery rate (FDR) in variable selection becomes challenging when predictors are correlated, as existing methods often exclude all members of correlated groups and consequently perform poorly for prediction. We…

Methodology · Statistics 2026-03-03 Sarah Organ , Toby Kenney , Hong Gu

Multiple hypothesis testing problems arise naturally in science. In this paper, we introduce the new Fast Closed Testing (FACT) method for multiple testing, controlling the family-wise error rate. This error rate is state of the art in many…

Methodology · Statistics 2020-01-22 Edgar Dobriban

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…

Methodology · Statistics 2015-03-05 Adel Javanmard , Andrea Montanari

In recent years, multiple hypothesis testing has come to the forefront of statistical research, ostensibly in relation to applications in genomics and some other emerging fields. The false discovery rate (FDR) and its variants provide very…

Statistics Theory · Mathematics 2008-12-18 Subhashis Ghosal , Anindya Roy , Yongqiang Tang

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…

Statistics Theory · Mathematics 2018-01-09 Marc Ditzhaus , Arnold Janssen

In this paper we introduce and investigate a new rejection curve for asymptotic control of the false discovery rate (FDR) in multiple hypotheses testing problems. We first give a heuristic motivation for this new curve and propose some…

Statistics Theory · Mathematics 2009-03-31 Helmut Finner , Thorsten Dickhaus , Markus Roters

The False Discovery Rate (FDR) method has recently been described by Miller et al (2001), along with several examples of astrophysical applications. FDR is a new statistical procedure due to Benjamini and Hochberg (1995) for controlling the…

Astrophysics · Physics 2009-11-07 A. M. Hopkins , C. J. Miller , A. J. Connolly , C. Genovese , R. C. Nichol , L. Wasserman

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

This paper studies the classical problem of estimating the locations of signal occurrences in a noisy measurement. Based on a multiple hypothesis testing scheme, we design a K-sample statistical test to control the false discovery rate…

Signal Processing · Electrical Eng. & Systems 2022-09-26 Uriel Shiterburd , Tamir Bendory , Amichai Painsky

Distribution-free predictive inference beyond the construction of prediction sets has gained a lot of interest in recent applications. One such application is the selection task, where the objective is to design a reliable selection rule to…

Methodology · Statistics 2025-01-07 Yonghoon Lee , Zhimei Ren

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

Establishing the frequentist properties of Bayesian approaches widens their appeal and offers new understanding. In hypothesis testing, Bayesian model averaging addresses the problem that conclusions are sensitive to variable selection. But…

Methodology · Statistics 2025-05-12 Helen R. Fryer , Nicolas Arning , Daniel J. Wilson

The paper proposes a new latent variable model for the simultaneous (two-way) detection of outlying individuals and items for item-response-type data. The proposed model is a synergy between a factor model for binary responses and…

Methodology · Statistics 2021-10-25 Yunxiao Chen , Yan Lu , Irini Moustaki
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