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Recently, a special case of precision matrix estimation based on a distributionally robust optimization (DRO) framework has been shown to be equivalent to the graphical lasso. From this formulation, a method for choosing the regularization…

Methodology · Statistics 2022-06-10 Chau Tran , Pedro Cisneros-Velarde , Sang-Yun Oh , Alexander Petersen

Hypothesis testing is a key part of empirical science and multiple testing as well as the combination of evidence from several tests are continued areas of research. In this article we consider the problem of combining the results of…

Statistics Theory · Mathematics 2022-07-15 Phillip B. Mogensen , Bo Markussen

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

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

Motivation: In microarray analysis, special consideration must be given to the issues of multiple statistical tests and typically p-values are adjusted to control family-wise error rate (FWER) or false discovery rate (FDR). FDR metrics have…

Quantitative Methods · Quantitative Biology 2007-05-23 Rishi L. Khan , Rajanikanth Vadigepalli , Guang Gao , James S. Schwaber

Background: Experimental treatments pass through various stages of development. If a treatment passes through early phase experiments, the investigators may want to assess it in a late phase randomised controlled trial. An efficient way to…

Testing multiple hypotheses of conditional independence with provable error rate control is a fundamental problem with various applications. To infer conditional independence with family-wise error rate (FWER) control when only summary…

Methodology · Statistics 2023-10-17 Catherine Xinrui Yu , Jiaqi Gu , Zhaomeng Chen , Zihuai He

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

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 possible…

Machine Learning · Statistics 2021-01-26 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

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

Partial conjunction (PC) hypothesis testing is widely used to assess the replicability of scientific findings across multiple comparable studies. In high-throughput meta-analyses, testing a large number of PC hypotheses with k-family-wise…

Methodology · Statistics 2025-08-22 Ninh Tran

In confirmatory clinical trials, it has been proposed to use a simple iterative graphical approach to construct and perform intersection hypotheses tests with a weighted Bonferroni-type procedure to control type I errors in the strong…

Methodology · Statistics 2022-08-03 Tianyu Zhan , Alan H Hartford , Jian Kang , Walter W Offen

MaxT is a highly popular resampling-based multiple testing procedure, which controls the Familywise Error Rate (FWER) and is powerful under dependence. This paper generalizes maxT to what we term ``multi-resolution'' False Discovery…

Methodology · Statistics 2026-05-05 Jesse Hemerik

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

Closed testing and partitioning are recognized as fundamental principles of familywise error control. In this paper, we argue that sequential rejection can be considered equally fundamental as a general principle of multiple testing. We…

Statistics Theory · Mathematics 2012-11-15 Jelle J. Goeman , Aldo Solari

We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…

Statistics Theory · Mathematics 2008-11-21 Pierre Neuvial

This paper studies the estimation of high dimensional Gaussian graphical model (GGM). Typically, the existing methods depend on regularization techniques. As a result, it is necessary to choose the regularized parameter. However, the…

Methodology · Statistics 2013-06-06 Weidong Liu

Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…

Methodology · Statistics 2011-11-16 Jianqing Fan , Xu Han , Weijie Gu

We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…

Methodology · Statistics 2019-01-14 Jay Bartroff , Jinlin Song

The false discovery proportion (FDP) is a convenient way to account for false positives when a large number $m$ of tests are performed simultaneously. Romano and Wolf [Ann. Statist. 35 (2007) 1378-1408] have proposed a general principle…

Statistics Theory · Mathematics 2015-06-08 Sylvain Delattre , Etienne Roquain