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The false discovery rate (FDR) measures the share of false positives in a set of statistical tests. I develop simple and intuitive bounds on the FDR in cross-sectional predictability publications. The simplest bound requires just a few…

General Finance · Quantitative Finance 2025-11-20 Andrew Y. Chen

False discovery rate (FDR) control is a popular approach for maintaining the integrity of statistical analyses, especially in high-dimensional data settings, where multiple comparisons increase the risk of false positives. FDR control has…

Signal Processing · Electrical Eng. & Systems 2026-03-03 Fabian Scheidt , Jasin Machkour , Michael Muma

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

There is a significant literature on methods for incorporating knowledge into multiple testing procedures so as to improve their power and precision. Some common forms of prior knowledge include (a) beliefs about which hypotheses are null,…

Methodology · Statistics 2019-08-07 Aaditya Ramdas , Rina Foygel Barber , Martin J. Wainwright , Michael I. Jordan

Modern statistical analyses often involve testing large numbers of hypotheses. In many situations, these hypotheses may have an underlying tree structure that not only helps determine the order that tests should be conducted but also…

Methodology · Statistics 2019-03-19 Yunxiao Li , Yi-Juan Hu , Glen A. Satten

In this paper, we introduce a variation of the group testing problem capturing the idea that a positive test requires a combination of multiple ``types'' of item. Specifically, we assume that there are multiple disjoint \emph{semi-defective…

Information Theory · Computer Science 2024-05-10 Thach V. Bui , Jonathan Scarlett

The concept of $k$-FWER has received much attention lately as an appropriate error rate for multiple testing when one seeks to control at least $k$ false rejections, for some fixed $k\ge 1$. A less conservative notion, the $k$-FDR, has been…

Statistics Theory · Mathematics 2009-06-18 Sanat K. Sarkar , Wenge Guo

The large bulk of work in multiple testing has focused on specifying procedures that control the false discovery rate (FDR), with relatively less attention being paid to the corresponding Type II error known as the false non-discovery rate…

Statistics Theory · Mathematics 2020-05-11 Max Rabinovich , Michael I. Jordan , Martin J. Wainwright

This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…

Statistics Theory · Mathematics 2025-06-16 Yu-Chien Bo Ning

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

Methodology · Statistics 2024-03-12 Stephen Bates , Emmanuel Candès , Lihua Lei , Yaniv Romano , Matteo Sesia

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 this paper, we consider the problem of simultaneously testing many two-sided hypotheses when rejections of null hypotheses are accompanied by claims of the direction of the alternative. The fundamental goal is to construct methods that…

Statistics Theory · Mathematics 2017-03-21 Anjana Grandhi , Wenge Guo , Joseph P. Romano

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

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

False discovery rate (FDR) control in structured hypotheses testing is an important topic in simultaneous inference. Most existing methods that aim to utilize group structure among hypotheses either employ the groupwise mixture model or…

Methodology · Statistics 2019-08-16 Xiongzhi Chen , Sanat K. Sarkar

Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…

Methodology · Statistics 2025-01-03 Ritwik Bhaduri , Siyuan Ma , Lucas Janson

The mitigation of false positives is an important issue when conducting multiple hypothesis testing. The most popular paradigm for false positives mitigation in high-dimensional applications is via the control of the false discovery rate…

Methodology · Statistics 2018-07-17 Hien D. Nguyen , Yohan Yee , Geoffrey J. McLachlan , Jason P. Lerch

Most scientific disciplines use significance testing to draw conclusions about experimental or observational data. This classical approach provides a theoretical guarantee for controlling the number of false positives across a set of…

Applications · Statistics 2023-03-06 Stanley E. Lazic

We consider multiple testing means of many dependent Normal random variables that do not necessarily follow a joint Normal distribution. Under weak dependence, we show the uniform consistency of proportion estimators that are constructed as…

Methodology · Statistics 2022-05-09 Xiongzhi Chen

High dimensional case control studies are ubiquitous in the biological sciences, particularly genomics. To maximise power while constraining cost and to minimise type-1 error rates, researchers typically seek to replicate findings in a…

Methodology · Statistics 2017-07-11 James Liley