Related papers: Elementary proofs of several results on false disc…
E-values have gained attention as potential alternatives to p-values as measures of uncertainty, significance and evidence. In brief, e-values are realized by random variables with expectation at most one under the null; examples include…
We develop a technique to improve the power of any e-value by a simple randomization involving one independent uniform random variable. Using this framework, we show that two procedures for false discovery rate (FDR) control -- the…
We introduce a new class of methods for finite-sample false discovery rate (FDR) control in multiple testing problems with dependent test statistics where the dependence is fully or partially known. Our approach separately calibrates a…
After the seminal Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR) was proposed, dozens of papers have attempted to improve its power by adapting to the unknown proportion of nulls. We observe that most null…
We propose sufficient conditions and computationally efficient procedures for false discovery rate control in multiple testing when the $p$-values are related by a known \emph{dependency graph} -- meaning that we assume independence of…
In the setting of multiple testing, compound p-values generalize p-values by asking for superuniformity to hold only \emph{on average} across all true nulls. We study the properties of the Benjamini--Hochberg procedure applied to compound…
The knockoff-based multiple testing setup of Barber & Candes (2015) for variable selection in multiple regression where sample size is as large as the number of explanatory variables is considered. The method of Benjamini & Hochberg (1995)…
We consider multiple testing with false discovery rate (FDR) control when p-values have discrete and heterogeneous null distributions. We propose a new estimator of the proportion of true null hypotheses and demonstrate that it is less…
The False Discovery Rate (FDR) paradigm aims to attain certain control on Type I errors with relatively high power for multiple hypothesis testing. The Benjamini--Hochberg (BH) procedure is a well-known FDR controlling procedure. Under a…
We consider the problem of comparing a reference distribution with several other distributions. Given a sample from both the reference and the comparison groups, we aim to identify the comparison groups whose distributions differ from that…
The multiple testing literature has primarily dealt with three types of dependence assumptions between p-values: independence, positive regression dependence, and arbitrary dependence. In this paper, we provide what we believe are the first…
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…
This paper revisits the following open question in simultaneous testing of multivariate normal means against two-sided alternatives: Can the method of Benjamini and Hochberg (BH, 1995) control the false discovery rate (FDR) without imposing…
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…
In a one-way analysis-of-variance (ANOVA) model, the number of all pairwise comparisons can be large even when there are only a moderate number of groups. Motivated by this, we consider a regime with a growing number of groups, and prove…
To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically…
This paper develops a general framework for controlling the false discovery rate (FDR) in multiple testing of Gaussian means against two-sided alternatives. The widely used Benjamini-Hochberg (BH) procedure provides exact FDR control under…
In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…
False discovery rate (FDR) has been a key metric for error control in multiple hypothesis testing, and many methods have developed for FDR control across a diverse cross-section of settings and applications. We develop a closure principle…
The Benjamini-Yekutieli procedure is a multiple testing method that controls the false discovery rate under arbitrary dependence of the $p$-values. A modification of this and related procedures is proposed for the case when the test…