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The positive false discovery rate (pFDR) is a useful overall measure of errors for multiple hypothesis testing, especially when the underlying goal is to attain one or more discoveries. Control of pFDR critically depends on how much…

Statistics Theory · Mathematics 2011-11-09 Zhiyi Chi

This paper discusses several p-value-free multiple hypothesis testing methods proposed in recent years and organizes them by introducing a unified framework termed competition test. Although existing competition tests are effective in…

Methodology · Statistics 2025-12-02 Mingzhou Deng , Yan Fu

It is frequently of interest to jointly analyze multiple sequences of multiple tests in order to identify simultaneous signals, defined as features tested in multiple studies whose test statistics are non-null in each. In many problems,…

Methodology · Statistics 2019-01-16 Sihai Dave Zhao , Yet Tien Nguyen

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 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

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

In a novel approach to the multiple testing problem, Efron (2004; 2007) formulated estimators of the distribution of test statistics or nominal p-values under a null distribution suitable for modeling the data of thousands of unaffected…

Methodology · Statistics 2012-10-30 David R. Bickel

When many (m) null hypotheses are tested with a single dataset, the control of the number of false rejections is often the principal consideration. Two popular controlling rates are the probability of making at least one false discovery…

Methodology · Statistics 2013-07-11 Djalel Eddine Meskaldji , Jean-Philippe Thiran , Stephan Morgenthaler

We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H_1,\dots,H_k, of hypotheses. A rejection rule in this setting amounts to a procedure for…

Statistics Theory · Mathematics 2015-03-25 Max Grazier G'Sell , Stefan Wager , Alexandra Chouldechova , Robert Tibshirani

In this paper, we address conditional testing problems through the conformal inference framework. We define the localized conformal p-values by inverting prediction intervals and prove their theoretical properties. These defined p-values…

Methodology · Statistics 2024-09-26 Xiaoyang Wu , Lin Lu , Zhaojun Wang , Changliang Zou

Given a family of null hypotheses $H_{1},\ldots,H_{s}$, we are interested in the hypothesis $H_{s}^{\gamma}$ that at most $\gamma-1$ of these null hypotheses are false. Assuming that the corresponding $p$-values are independent, we are…

Applications · Statistics 2021-04-28 Anh-Tuan Hoang , Thorsten Dickhaus

Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…

Methodology · Statistics 2023-05-30 Ying Jin , Emmanuel J. Candès

In multiple testing several criteria to control for type I errors exist. The false discovery rate, which evaluates the expected proportion of false discoveries among the rejected null hypotheses, has become the standard approach in this…

Methodology · Statistics 2023-11-03 Jacobo de Uña-Álvarez

Assessing the stability of a multiple testing procedure under dependence is important but very challenging. Even for multiple testing which among a set of Normal random variables have mean zero, which we refer to as the "Normal means…

Statistics Theory · Mathematics 2020-03-06 Xiongzhi Chen , Rebecca W. Doerge

The traditional approaches to false discovery rate (FDR) control in multiple hypothesis testing are usually based on the null distribution of a test statistic. However, all types of null distributions, including the theoretical,…

Methodology · Statistics 2021-04-13 Kun He , Mengjie Li , Yan Fu , Fuzhou Gong , Xiaoming Sun

In many applications of multiple hypothesis testing where more than one false rejection can be tolerated, procedures controlling error rates measuring at least $k$ false rejections, instead of at least one, for some fixed $k\ge 1$ can…

Statistics Theory · Mathematics 2008-12-18 Sanat K. Sarkar

In a multiple testing framework, we propose a method that identifies the interval with the highest estimated false discovery rate of P-values and rejects the corresponding null hypotheses. Unlike the Benjamini-Hochberg method, which does…

Statistics Theory · Mathematics 2018-08-03 Shiyun Chen , Andrew Ying , Ery Arias-Castro

We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We…

Methodology · Statistics 2018-10-17 Axel Gandy , Georg Hahn

We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…

Methodology · Statistics 2019-01-14 Jay Bartroff , Jinlin Song

The Cauchy combination test (CCT) is a $p$-value combination method used in multiple-hypothesis testing and is robust under dependence structures. This study aims to evaluate the CCT for independent and correlated count data where the…

Methodology · Statistics 2025-04-22 Huda Alsulami , Silvia Liverani