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The present paper establishes new multiple procedures for simultaneous testing of a large number of hypotheses under dependence. Special attention is devoted to experiments with rare false hypotheses. This sparsity assumption is typically…

Statistics Theory · Mathematics 2019-10-01 Marc Ditzhaus , Arnold Janssen

Multiple testing with false discovery rate (FDR) control has been widely conducted in the ``discrete paradigm" where p-values have discrete and heterogeneous null distributions. However, in this scenario existing FDR procedures often lose…

Methodology · Statistics 2019-07-23 Xiongzhi Chen , R. W. Doerge , Sanat K. Sarkar

Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…

Methodology · Statistics 2020-08-17 Yuxiang Xie , Kwun Chuen Gary Chan

We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of…

Methodology · Statistics 2026-03-17 Jinyuan Chang , Chenlong Li , Cheng Yong Tang , Zhengtian Zhu

In this paper, we address the normal mean inference problem, which involves testing multiple means of normal random variables with heteroscedastic variances. Most existing empirical Bayes methods for this setting are developed under…

Methodology · Statistics 2026-01-01 Kwangok Seo , Johan Lim , Kaiwen Wang , Dohwan Park , Shota Katayama , Xinlei Wang

Simultaneously performing variable selection and inference in high-dimensional regression models is an open challenge in statistics and machine learning. The increasing availability of vast amounts of variables requires the adoption of…

Methodology · Statistics 2025-05-08 Marco Molinari , Magne Thoresen

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.…

Machine Learning · Statistics 2020-10-22 Wanrong Zhang , Gautam Kamath , Rachel Cummings

Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff…

Methodology · Statistics 2025-03-12 Wanteng Ma , Lilun Du , Dong Xia , Ming Yuan

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

In bandit multiple hypothesis testing, each arm corresponds to a different null hypothesis that we wish to test, and the goal is to design adaptive algorithms that correctly identify large set of interesting arms (true discoveries), while…

Machine Learning · Statistics 2021-11-18 Ziyu Xu , Ruodu Wang , Aaditya Ramdas

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

Large-scale multiple two-sample {\em Student}'s $t$ testing problems often arise from the statistical analysis of scientific data. To detect components with different values between two mean vectors, a well-known procedure is to apply the…

Methodology · Statistics 2014-10-17 Weidong Liu

Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

Statistics Theory · Mathematics 2011-03-10 Edsel A. Peña , Joshua D. Habiger , Wensong Wu

Analyzing large-scale, multi-experiment studies requires scientists to test each experimental outcome for statistical significance and then assess the results as a whole. We present Black Box FDR (BB-FDR), an empirical-Bayes method for…

Machine Learning · Statistics 2018-06-11 Wesley Tansey , Yixin Wang , David M. Blei , Raul Rabadan

False discovery rate (FDR) control is a popular approach for maintaining the integrity of statistical analyses, especially in high-dimensional data settings, where multiple comparisons increase the risk of false positives. FDR control has…

Signal Processing · Electrical Eng. & Systems 2026-03-03 Fabian Scheidt , Jasin Machkour , Michael Muma

This article presents a Conformalized Locally Adaptive Weighting (CLAW) approach to multiple testing with side information. The proposed method employs innovative data-driven strategies to construct pairwise exchangeable scores, which are…

Methodology · Statistics 2025-02-28 Zinan Zhao , Wenguang Sun

The multiple testing procedure plays an important role in detecting the presence of spatial signals for large-scale imaging data. Typically, the spatial signals are sparse but clustered. This paper provides empirical evidence that for a…

Statistics Theory · Mathematics 2011-03-11 Chunming Zhang , Jianqing Fan , Tao Yu

Multiple testing problems arising in modern scientific applications can involve simultaneously testing thousands or even millions of hypotheses, with relatively few true signals. In this paper, we consider the multiple testing problem where…

Methodology · Statistics 2016-06-28 Ang Li , Rina Foygel Barber

In many large scale multiple testing applications, the hypotheses often have a known graphical structure, such as gene ontology in gene expression data. Exploiting this graphical structure in multiple testing procedures can improve power as…

Methodology · Statistics 2018-12-04 Wenge Guo , Gavin Lynch , Joseph P. Romano

In modern scientific experiments, we frequently encounter data that have large dimensions, and in some experiments, such high dimensional data arrive sequentially rather than full data being available all at a time. We develop multiple…

Methodology · Statistics 2023-06-09 Rahul Roy , Shyamal K. De , Subir Kumar Bhandari