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Modern data analysis frequently involves large-scale hypothesis testing, which naturally gives rise to the problem of maintaining control of a suitable type I error rate, such as the false discovery rate (FDR). In many biomedical and…

Methodology · Statistics 2023-07-25 David S. Robertson , James M. S. Wason , Aaditya Ramdas

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…

Methodology · Statistics 2025-07-01 Drew T. Nguyen , William Fithian

False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the…

Methodology · Statistics 2009-09-29 Weihua Tang , Cun-Hui Zhang

We show that the control of the false discovery rate (FDR) for a multiple testing procedure is implied by two coupled simple sufficient conditions. The first one, which we call ``self-consistency condition'', concerns the algorithm itself,…

Statistics Theory · Mathematics 2008-10-21 Gilles Blanchard , Etienne Roquain

We address a common problem in large-scale data analysis, and especially the field of genetics, the huge-scale testing problem, where millions to billions of hypotheses are tested together creating a computational challenge to perform…

Methodology · Statistics 2015-01-22 Vered Madar , Sandra Batista

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

We propose sequential multiple testing procedures which control the false discover rate (FDR) or the positive false discovery rate (pFDR) under arbitrary dependence between the data streams. This is accomplished by "optimizing" an upper…

Methodology · Statistics 2024-11-27 Michael Hankin , Jay Bartroff

Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate in multiple testing problems, and proposed a procedure to control the FDR. For discrete data this procedure may be highly…

Methodology · Statistics 2014-01-28 Ruth Heller , Hadas Gur

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

Multiple testing with discrete p-values routinely arises in various scientific endeavors. However, procedures, including the false discovery rate (FDR) controlling Benjamini-Hochberg (BH) procedure, often used in such settings, being…

Methodology · Statistics 2019-06-06 Xiongzhi Chen , Sanat K. Sarkar

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

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…

Statistics Theory · Mathematics 2017-07-10 Adel Javanmard , Andrea Montanari

We explicitly define the notions of (bona fide, approximate or asymptotic) compound p-values and e-values, which have been implicitly presented and used in the recent multiple testing literature. While it is known that the e-BH procedure…

Methodology · Statistics 2025-07-24 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

Much effort has been made to improve the famous step up test of Benjamini and Hochberg given by linear critical values $\frac{i\alpha}{n}$. It is pointed out by Gavrilov, Benjamini and Sarkar that step down multiple tests based on the…

Statistics Theory · Mathematics 2016-08-10 Julia Benditkis , Arnold Janssen

Much effort has been done to control the "false discovery rate" (FDR) when $m$ hypotheses are tested simultaneously. The FDR is the expectation of the "false discovery proportion" $\text{FDP}=V/R$ given by the ratio of the number of false…

Statistics Theory · Mathematics 2018-01-09 Marc Ditzhaus , Arnold Janssen

Complex large-scale studies, such as those related to microarray data and fMRI studies, often involve testing multiple hierarchically ordered hypotheses. However, most existing false discovery rate (FDR) controlling procedures do not…

Methodology · Statistics 2016-12-15 Gavin Lynch , Wenge Guo

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

This work concerns controlling the false discovery rate (FDR) in networks under communication constraints. We present sample-and-forward, a flexible and communication-efficient version of the Benjamini-Hochberg (BH) procedure for multihop…

Signal Processing · Electrical Eng. & Systems 2023-05-17 Mehrdad Pournaderi , Yu Xiang

This analysis report presents an in-depth exploration of multiple hypothesis testing in the context of Genomics RNA-seq differential expression (DE) analysis, with a primary focus on techniques designed to control the false discovery rate…

Methodology · Statistics 2025-07-01 Shyam Gupta

Considering the knockoff-based multiple testing framework of Barber and Cand\`es [2015], we revisit the method of Sarkar and Tang [2022] and identify it as a specific case of an un-normalized e-value weighted Benjamini-Hochberg procedure.…

Methodology · Statistics 2026-02-13 Aniket Biswas , Aaditya Ramdas