Related papers: Online False Discovery Rate Control for LORD & SAF…
In the online false discovery rate (FDR) problem, one observes a possibly infinite sequence of $p$-values $P_1,P_2,\dots$, each testing a different null hypothesis, and an algorithm must pick a sequence of rejection thresholds…
Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses $\mathcal{H}(n) = (H_1,\dotsc, H_n)$, Benjamini and Hochberg introduced the false discovery…
Multiple hypotheses testing is a core problem in statistical inference and arises in almost every scientific field. Given a sequence of null hypotheses $\mathcal{H}(n) = (H_1,..., H_n)$, Benjamini and Hochberg…
Multiple hypothesis testing, a situation when we wish to consider many hypotheses, is a core problem in statistical inference that arises in almost every scientific field. In this setting, controlling the false discovery rate (FDR), which…
A new online multiple testing procedure is described in the context of anomaly detection, which controls the False Discovery Rate (FDR). An accurate anomaly detector must control the false positive rate at a prescribed level while keeping…
Online testing procedures aim to control the extent of false discoveries over a sequence of hypothesis tests, allowing for the possibility that early-stage test results influence the choice of hypotheses to be tested in later stages.…
When testing multiple hypotheses, a suitable error rate should be controlled even in exploratory trials. Conventional methods to control the False Discovery Rate (FDR) assume that all p-values are available at the time point of test…
Consider the online testing of a stream of hypotheses where a real--time decision must be made before the next data point arrives. The error rate is required to be controlled at {all} decision points. Conventional \emph{simultaneous testing…
In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed.…
In the online multiple testing problem, p-values corresponding to different null hypotheses are observed one by one, and the decision of whether or not to reject the current hypothesis must be made immediately, after which the next p-value…
Modern biomedical research frequently involves testing multiple related hypotheses, while maintaining control over a suitable error rate. In many applications the false discovery rate (FDR), which is the expected proportion of false…
Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…
We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the…
A scientist tests a continuous stream of hypotheses over time in the course of her investigation -- she does not test a predetermined, fixed number of hypotheses. The scientist wishes to make as many discoveries as possible while ensuring…
We consider the problem of asynchronous online testing, aimed at providing control of the false discovery rate (FDR) during a continual stream of data collection and testing, where each test may be a sequential test that can start and stop…
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…
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…
The False Discovery Rate (FDR) is a new statistical procedure to control the number of mistakes made when performing multiple hypothesis tests, i.e. when comparing many data against a given model hypothesis. The key advantage of FDR is that…
As the volume and complexity of data continue to expand across various scientific disciplines, the need for robust methods to account for the multiplicity of comparisons has grown widespread. A popular measure of type 1 error rate in…
In many scientific applications, hypotheses are generated and tested continuously in a stream. We develop a framework for improving online multiple testing procedures with false discovery rate (FDR) control under arbitrary dependence. Our…