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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

False discovery rate (FDR) controlling procedures provide important statistical guarantees for the replicability in signal identification based on multiple hypotheses testing. In many fields of study, FDR controlling procedures are used in…

Methodology · Statistics 2022-10-04 Ran Dai , Cheng Zheng

We provide an approach to exploratory data analysis in matched observational studies with a single intervention and multiple endpoints. In such settings, the researcher would like to explore evidence for actual treatment effects among these…

Methodology · Statistics 2025-12-10 Mengqi Lin , Colin Fogarty

Many statistical problems involve data from thousands of parallel cases. Each case has some associated effect size, and most cases will have no effect. It is often important to estimate the effect size and the local or tail-area false…

Applications · Statistics 2010-10-08 Omkar Muralidharan

To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically…

Statistics Theory · Mathematics 2017-09-18 Sebastian Döhler , Guillermo Durand , Etienne Roquain

Motivation: The reconstruction of gene networks from gene expression microarrays is gaining popularity as methods improve and as more data become available. The reliability of such networks could be judged by the probability that a…

Genomics · Quantitative Biology 2007-05-23 David R. Bickel

We propose a ranking and selection procedure to prioritize relevant predictors and control false discovery proportion (FDP) of variable selection. Our procedure utilizes a new ranking method built upon the de-sparsified Lasso estimator. We…

Methodology · Statistics 2018-12-12 X. Jessie Jeng , Xiongzhi Chen

False discovery rate (FDR) control methods are essential for voxel-wise multiple testing in neuroimaging data analysis, where hundreds of thousands or even millions of tests are conducted to detect brain regions associated with…

Machine Learning · Statistics 2025-05-30 Taehyo Kim , Qiran Jia , Mony J. de Leon , Hai Shu

In large-scale multiple hypothesis testing problems, the false discovery exceedance (FDX) provides a desirable alternative to the widely used false discovery rate (FDR) when the false discovery proportion (FDP) is highly variable. We…

Methodology · Statistics 2023-04-21 Pallavi Basu , Luella Fu , Alessio Saretto , Wenguang Sun

Analyzing large-scale, multi-experiment studies requires scientists to test each experimental outcome for statistical significance and then assess the results as a whole. We present Black Box FDR (BB-FDR), an empirical-Bayes method for…

Machine Learning · Statistics 2018-06-11 Wesley Tansey , Yixin Wang , David M. Blei , Raul Rabadan

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

Conformal inference provides a general distribution-free method to rigorously calibrate the output of any machine learning algorithm for novelty detection. While this approach has many strengths, it has the limitation of being randomized,…

Machine Learning · Computer Science 2023-10-25 Meshi Bashari , Amir Epstein , Yaniv Romano , Matteo Sesia

Sharp, multidimensional changepoints-abrupt shifts in a regression surface whose locations and magnitudes are unknown-arise in settings as varied as gene-expression profiling, financial covariance breaks, climate-regime detection, and urban…

Econometrics · Economics 2025-05-09 Florian Gunsilius , David Van Dijcke

Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is…

Methodology · Statistics 2026-05-21 Ziang Song , Ying Jin , Emmanuel J. Candès

In 2015, Barber and Candes introduced a new variable selection procedure called the knockoff filter to control the false discovery rate (FDR) and prove that this method achieves exact FDR control. Inspired by the work of Barber and Candes…

Methodology · Statistics 2019-07-23 Jiajie Chen , Anthony Hou , Thomas Y. Hou

Voxel-based multiple testing is widely used in neuroimaging data analysis. Traditional false discovery rate (FDR) control methods often ignore the spatial dependence among the voxel-based tests and thus suffer from substantial loss of…

Machine Learning · Statistics 2024-05-06 Taehyo Kim , Hai Shu , Qiran Jia , Mony J. de Leon

The popularity of penalized regression in high-dimensional data analysis has led to a demand for new inferential tools for these models. False discovery rate control is widely used in high-dimensional hypothesis testing, but has only…

Methodology · Statistics 2019-01-24 Ryan Miller , Patrick Breheny

We apply FDR thresholding to a non-Gaussian vector whose coordinates X_i, i=1,..., n, are independent exponential with individual means $\mu_i$. The vector $\mu =(\mu_i)$ is thought to be sparse, with most coordinates 1 but a small fraction…

Statistics Theory · Mathematics 2009-09-29 David Donoho , Jiashun Jin

Multiple testing is an important research area with widespread scientific applications, including in biology and neuroscience. Among popularly adopted multiple testing procedures, many are based on p-values or Local false discovery rate…

Methodology · Statistics 2025-06-26 Shenghao Qin , Bowen Gang , Yin Xia

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
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