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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

In this paper, we present novel methodologies that incorporate auxiliary variables for multiple hypotheses testing related to the main point of interest while effectively controlling the false discovery rate. When dealing with multiple…

Methodology · Statistics 2026-02-23 Seohwa Hwang , Mark Louie Ramos , DoHwan Park , Junyong Park , Johan Lim , Erin Green

Multiple testing adjustments, such as the Benjamini and Hochberg (1995) step-up procedure for controlling the false discovery rate (FDR), are typically applied to families of tests that control significance level in the classical sense: for…

Methodology · Statistics 2025-05-19 Timothy B. Armstrong

Controlling the false discovery rate (FDR) in high-dimensional variable selection requires balancing rigorous error control with statistical power. Existing methods with provable guarantees are often overly conservative, creating a…

Methodology · Statistics 2026-02-06 Arnau Vilella , Jasin Machkour , Michael Muma , Daniel P. Palomar

Consider the multiple testing problem of testing null hypotheses $H_1,...,H_s$. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($\mathit{FWER}$),…

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

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano

It is of importance to investigate the significance of a subset of covariates $W$ for the response $Y$ given covariates $Z$ in regression modeling. To this end, we propose a significance test for the partial mean independence problem based…

Methodology · Statistics 2024-06-06 Leheng Cai , Xu Guo , Wei Zhong

The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or…

Methodology · Statistics 2023-06-02 Martin Gölz , Tanuj Hasija , Michael Muma , Abdelhak M. Zoubir

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

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

In many large scale multiple testing applications, the hypotheses often have a known graphical structure, such as gene ontology in gene expression data. Exploiting this graphical structure in multiple testing procedures can improve power as…

Methodology · Statistics 2018-12-04 Wenge Guo , Gavin Lynch , Joseph P. Romano

We are considered with the false discovery rate (FDR) of the linear step-up test $\varphi^{LSU}$ considered by Benjamini and Hochberg (1995). It is well known that $\varphi^{LSU}$ controls the FDR at level $m_0 q / m$ if the joint…

Statistics Theory · Mathematics 2013-12-02 Taras Bodnar , Thorsten Dickhaus

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

A previously proved theorem gives sufficient conditions for an estimator of the false discovery rate (FDR) to conservatively converge to the FDR with probability 1 as the number of hypothesis tests increases, even for small sample sizes. It…

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

Large-scale multiple testing with highly correlated test statistics arises frequently in many scientific research. Incorporating correlation information in estimating false discovery proportion has attracted increasing attention in recent…

Methodology · Statistics 2019-03-28 Jianqing Fan , Xu Han

False discovery rate (FDR) procedures provide misleading inference when testing multiple null hypotheses with heterogeneous multinomial data. For example, in the motivating study the goal is to identify species of bacteria near the roots of…

Methodology · Statistics 2015-11-05 Joshua Habiger , David Watts , Michael Anderson

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

In Marandon (2023), the author introduces a procedure to detect true edges from a partially observed graph using a conformal prediction fashion: first computing scores from a trained function, deriving conformal p-values from them and…

Statistics Theory · Mathematics 2024-04-04 Gilles Blanchard , Guillermo Durand , Ariane Marandon-Carlhian , Romain Périer

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

A Partial Conjunction Hypothesis (PCH) test combines information across a set of base hypotheses to determine whether some subset is non-null. PCH tests arise in a diverse array of fields, but standard PCH testing methods can be highly…

Methodology · Statistics 2024-05-16 Biyonka Liang , Lu Zhang , Lucas Janson
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