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Related papers: False discovery rate control with e-values

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The False Discovery Rate (FDR) is a commonly used type I error rate in multiple testing problems. It is defined as the expected False Discovery Proportion (FDP), that is, the expected fraction of false positives among rejected hypotheses.…

Statistics Theory · Mathematics 2013-10-04 Pierre Neuvial

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

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

In many practical applications of multiple hypothesis testing using the False Discovery Rate (FDR), the given hypotheses can be naturally partitioned into groups, and one may not only want to control the number of false discoveries (wrongly…

Methodology · Statistics 2016-11-01 Rina Foygel Barber , Aaditya Ramdas

This work studies distributed multiple testing with false discovery rate (FDR) control in the presence of Byzantine attacks, where an adversary captures a fraction of the nodes and corrupts their reported p-values. We focus on two baseline…

Signal Processing · Electrical Eng. & Systems 2025-04-28 Daofu Zhang , Mehrdad Pournaderi , Yu Xiang , Pramod Varshney

Modern data analysis frequently involves large-scale hypothesis testing, which naturally gives rise to the problem of maintaining control of a suitable type I error rate, such as the false discovery rate (FDR). In many biomedical and…

Methodology · Statistics 2023-07-25 David S. Robertson , James M. S. Wason , Aaditya Ramdas

Stability and reproducibility are essential considerations in various applications of statistical methods. False Discovery Rate (FDR) control methods are able to control false signals in scientific discoveries. However, many FDR control…

Methodology · Statistics 2025-12-22 Jiajun Sun , Zhanrui Cai , Wei Zhong

Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

Statistics Theory · Mathematics 2011-03-10 Edsel A. Peña , Joshua D. Habiger , Wensong Wu

The knockoff filter is a powerful tool for controlled variable selection with false discovery rate (FDR) control. In this paper, we leverage e-values to allow the nominal FDR level to be switched post-hoc, after looking at the data and…

Methodology · Statistics 2026-02-20 Lasse Fischer , Konstantinos Sechidis

While data-driven confounder selection requires careful consideration, it is frequently employed in observational studies. Widely recognized criteria for confounder selection include the minimal-set approach, which involves selecting…

Methodology · Statistics 2025-08-21 Kazuharu Harada , Masataka Taguri

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

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

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…

Methodology · Statistics 2025-04-29 Pengfei Lyu , Xianyang Zhang , Hongyuan Cao

In this work we study an adaptive step-down procedure for testing $m$ hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical…

Statistics Theory · Mathematics 2009-04-01 Yulia Gavrilov , Yoav Benjamini , Sanat K. Sarkar

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

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

Consider the problem of testing multiple null hypotheses. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($FWER$), the probability of even one…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano , Azeem M. Shaikh

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

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…

Methodology · Statistics 2024-12-03 Tomáš Mrkvička , Mari Myllymäki

Many modern applications require using data to select the statistical tasks and make valid inference after selection. In this article, we provide a unifying approach to control for a class of selective risks. Our method is motivated by a…

Methodology · Statistics 2024-11-11 Zijun Gao , Wenjie Hu , Qingyuan Zhao