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We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis $H_i$ we observe both a p-value $p_i$ and some predictor $x_i$ encoding contextual information about the hypothesis. For large-scale…

Methodology · Statistics 2018-07-26 Lihua Lei , William Fithian

Conventional multiple testing procedures often assume hypotheses for different features are exchangeable. However, in many scientific applications, additional covariate information regarding the patterns of signals and nulls are available.…

Methodology · Statistics 2020-06-12 Xianyang Zhang , Jun Chen

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 metrics…

Machine Learning · Statistics 2022-10-10 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

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

Effectively controlling the false discovery rate (FDR) in high-dimensional variable selection is a fundamental statistical problem that has garnered significant research interest. In this paper, we propose a novel, user-friendly, and…

Methodology · Statistics 2026-04-28 Yujia Wu , Panxu Yuan , Binyan Jiang

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

In modern multiple hypothesis testing, the availability of covariate information alongside the primary test statistics has motivated the development of more powerful and adaptive inference methods. However, most existing approaches rely on…

Methodology · Statistics 2025-11-20 Taehyoung Kim , Seohwa Hwang , Junyong Park

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

Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…

Methodology · Statistics 2026-03-05 Haochen Lei , Yan Li , Hongyuan Cao

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

Simultaneously finding multiple influential variables and controlling the false discovery rate (FDR) for linear regression models is a fundamental problem. We here propose the Gaussian Mirror (GM) method, which creates for each predictor…

Methodology · Statistics 2021-03-22 Xin Xing , Zhigen Zhao , Jun S. Liu

This paper is concerned with false discovery rate (FDR) control in large-scale multiple testing problems. We first propose a new data-driven testing procedure for controlling the FDR in large-scale t-tests for one-sample mean problem. The…

Statistics Theory · Mathematics 2020-03-02 Changliang Zou , Haojie Ren , Xu Guo , Runze Li

In this paper, we address the normal mean inference problem, which involves testing multiple means of normal random variables with heteroscedastic variances. Most existing empirical Bayes methods for this setting are developed under…

Methodology · Statistics 2026-01-01 Kwangok Seo , Johan Lim , Kaiwen Wang , Dohwan Park , Shota Katayama , Xinlei Wang

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

Statistics Theory · Mathematics 2009-02-17 Gilles Blanchard , Etienne Roquain

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

Matrix-variate Gaussian graphical models (GGM) have been widely used for modeling matrix-variate data. Since the support of sparse precision matrix represents the conditional independence graph among matrix entries, conducting support…

Methodology · Statistics 2017-09-01 Xi Chen , Weidong Liu

Causal mediation analysis, pleiotropy analysis, and replication analysis are three highly popular genetic study designs. Although these analyses address different scientific questions, the underlying inference problems all involve…

Methodology · Statistics 2023-09-25 Ryan Sun , Zachary McCaw , Xihong Lin

Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…

Methodology · Statistics 2020-12-17 Chenguang Dai , Buyu Lin , Xin Xing , Jun S. Liu

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 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 2010-12-21 Xu Han , Weijie Gu , Jianqing Fan
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