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While traditional multiple testing procedures prohibit adaptive analysis choices made by users, Goeman and Solari (2011) proposed a simultaneous inference framework that allows users such flexibility while preserving high-probability bounds…

Statistics Theory · Mathematics 2021-01-05 Eugene Katsevich , Aaditya Ramdas

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…

Methodology · Statistics 2024-12-03 Tomáš Mrkvička , Mari Myllymäki

The probability of false discovery proportion (FDP) exceeding $\gamma\in[0,1)$, defined as $\gamma$-FDP, has received much attention as a measure of false discoveries in multiple testing. Although this measure has received acceptance due to…

Statistics Theory · Mathematics 2014-06-03 Wenge Guo , Li He , Sanat K. Sarkar

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

Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is…

Methodology · Statistics 2026-05-21 Ziang Song , Ying Jin , Emmanuel J. Candès

Multiple testing has been a popular topic in statistical research. Although vast works have been done, controlling the false discoveries remains a challenging task when the corresponding test statistics are dependent. Various methods have…

Statistics Theory · Mathematics 2022-07-05 Meng Mei , Tao Yu , Yuan Jiang

Competition-based approach to controlling the false discovery rate (FDR) recently rose to prominence when, generalizing it to sequential hypothesis testing, Barber and Cand\`es used it as part of their knockoff-filter. Control of the FDR…

Methodology · Statistics 2023-02-24 Arya Ebadi , Dong Luo , Jack Freestone , William Stafford Noble , Uri Keich

Multiple testing is a fundamental problem in high-dimensional statistical inference. Although many methods have been proposed to control false discoveries, it is still a challenging task when the tests are correlated to each other. To…

Statistics Theory · Mathematics 2022-07-06 Meng Mei , Yuan Jiang

The false discovery rate (FDR)---the expected fraction of spurious discoveries among all the discoveries---provides a popular statistical assessment of the reproducibility of scientific studies in various disciplines. In this work, we…

Machine Learning · Statistics 2015-11-10 Weijie Su , Junyang Qian , Linxi Liu

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

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 2011-11-16 Jianqing Fan , Xu Han , Weijie Gu

We propose new methods to obtain simultaneous false discovery proportion bounds for knockoff-based approaches. We first investigate an approach based on Janson and Su's $k$-familywise error rate control method and interpolation. We then…

Methodology · Statistics 2024-02-27 Jinzhou Li , Marloes H. Maathuis , Jelle J. Goeman

When multiple hypotheses are tested, interest is often in ensuring that the proportion of false discoveries (FDP) is small with high confidence. In this paper, confidence upper bounds for the FDP are constructed, which are simultaneous over…

Methodology · Statistics 2020-01-07 Jesse Hemerik , Aldo Solari , Jelle J. Goeman

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

In multiple hypotheses testing it has become widely popular to make inference on the true discovery proportion (TDP) of a set $\mathcal{M}$ of null hypotheses. This approach is useful for several application fields, such as neuroimaging and…

Methodology · Statistics 2023-10-13 Friederike Preusse , Anna Vesely , Thorsten Dickhaus

We address the multiple testing problem under the assumption that the true/false hypotheses are driven by a Hidden Markov Model (HMM), which is recognized as a fundamental setting to model multiple testing under dependence since the seminal…

Methodology · Statistics 2021-05-04 Marie Perrot-Dockès , Gilles Blanchard , Pierre Neuvial , Etienne Roquain

Closed testing procedures are classically used for familywise error rate (FWER) control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion (FDP) in all subsets of the hypotheses. In this…

Methodology · Statistics 2019-11-15 Jelle Goeman , Rosa Meijer , Thijmen Krebs , Aldo Solari

Controlled variable selection is an important analytical step in various scientific fields, such as brain imaging or genomics. In these high-dimensional data settings, considering too many variables leads to poor models and high costs,…

Methodology · Statistics 2023-10-17 Alexandre Blain , Bertrand Thirion , Olivier Grisel , Pierre Neuvial

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

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…

Statistics Theory · Mathematics 2008-11-21 Pierre Neuvial
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