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When testing multiple hypothesis in a survey --e.g. many different source locations, template waveforms, and so on-- the final result consists in a set of confidence intervals, each one at a desired confidence level. But the probability…

General Relativity and Quantum Cosmology · Physics 2009-11-11 L. Baggio , G. A. Prodi

Recently, Barber and Cand\`es laid the theoretical foundation for a general framework for false discovery rate (FDR) control based on the notion of "knockoffs." A closely related FDR control methodology has long been employed in the…

Methodology · Statistics 2022-03-15 Dong Luo , Arya Ebadi , Yilun He , Kristen Emery , William Stafford Noble , Uri Keich

Online testing procedures assume that hypotheses are observed in sequence, and allow the significance thresholds for upcoming tests to depend on the test statistics observed so far. Some of the most popular online methods include alpha…

Methodology · Statistics 2022-02-11 Aaron Fisher

False discovery rate (FDR) procedures provide misleading inference when testing multiple null hypotheses with heterogeneous multinomial data. For example, in the motivating study the goal is to identify species of bacteria near the roots of…

Methodology · Statistics 2015-11-05 Joshua Habiger , David Watts , Michael Anderson

The false discovery proportion (FDP) is a convenient way to account for false positives when a large number $m$ of tests are performed simultaneously. Romano and Wolf [Ann. Statist. 35 (2007) 1378-1408] have proposed a general principle…

Statistics Theory · Mathematics 2015-06-08 Sylvain Delattre , Etienne Roquain

Many scholars have called for raising statistical hurdles to guard against false discoveries in academic publications. I show these calls may be difficult to justify empirically. Published data exhibit bias: results that fail to meet…

General Finance · Quantitative Finance 2024-04-09 Andrew Y. Chen

Public data repositories have enabled researchers to compare results across multiple genomic studies in order to replicate findings. A common approach is to first rank genes according to an hypothesis of interest within each study. Then,…

Applications · Statistics 2012-06-29 Loki Natarajan , Minya Pu , Karen Messer

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.…

Methodology · Statistics 2021-10-18 Aaron Fisher

In the multiple testing problem with independent tests, the classical linear step-up procedure controls the false discovery rate (FDR) at level $\pi_0\alpha$, where $\pi_0$ is the proportion of true null hypotheses and $\alpha$ is the…

Methodology · Statistics 2019-08-29 Peter MacDonald , Kun Liang , Arnold Janssen

We are considered with the false discovery rate (FDR) of the linear step-up test $\varphi^{LSU}$ considered by Benjamini and Hochberg (1995). It is well known that $\varphi^{LSU}$ controls the FDR at level $m_0 q / m$ if the joint…

Statistics Theory · Mathematics 2013-12-02 Taras Bodnar , Thorsten Dickhaus

This research deals with massive multiple hypothesis testing. First regarding multiple tests as an estimation problem under a proper population model, an error measurement called Erroneous Rejection Ratio (ERR) is introduced and related to…

Statistics Theory · Mathematics 2007-06-13 Cheng Cheng

Statistical protocols are often used for decision-making involving multiple parties, each with their own incentives, private information, and ability to influence the distributional properties of the data. We study a game-theoretic version…

Methodology · Statistics 2024-12-24 Flora C. Shi , Stephen Bates , Martin J. Wainwright

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

Many approaches for multiple testing begin with the assumption that all tests in a given study should be combined into a global false-discovery-rate analysis. But this may be inappropriate for many of today's large-scale screening problems,…

Methodology · Statistics 2014-06-10 James G. Scott , Ryan C. Kelly , Matthew A. Smith , Pengcheng Zhou , Robert E. Kass

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

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 possible…

Machine Learning · Statistics 2021-01-26 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

In modern scientific research, the objective is often to identify which variables are associated with an outcome among a large class of potential predictors. This goal can be achieved by selecting variables in a manner that controls the the…

Methodology · Statistics 2023-10-10 Yushu Shi , Michael Martens

As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses…

Methodology · Statistics 2017-11-21 Fei Xia , Martin J. Zhang , James Zou , David Tse

Large-scale hypothesis testing is central to modern science, where controlling the False Discovery Rate (FDR) has become the standard approach to managing false positives across many simultaneous tests. Hypotheses rarely exist in isolation;…

Methodology · Statistics 2026-05-19 Binyamin Perets , Shie Mannor

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
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