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When hypotheses are tested in a stream and real-time decision-making is needed, online sequential hypothesis testing procedures are needed. Furthermore, these hypotheses are commonly partitioned into groups by their nature. For example, the…

Methodology · Statistics 2025-06-05 Runqiu Wang , Ran Dai

In this paper, I apply the decision theory and empirical Bayesian approach to construct confidence intervals for selected populations when true parameters follow a mixture prior distribution. A loss function with two tuning parameters $k_1$…

Statistics Theory · Mathematics 2009-01-16 Zhigen Zhao

In the spirit of modeling inference for microarrays as multiple testing for sparse mixtures, we present a similar approach to a simplified version of quantitative trait loci (QTL) mapping. Unlike in case of microarrays, where the number of…

Statistics Theory · Mathematics 2008-12-18 Małgorzata Bogdan , Jayanta K. Ghosh , Surya T. Tokdar

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

Efforts to develop more efficient multiple hypothesis testing procedures for false discovery rate (FDR) control have focused on incorporating an estimate of the proportion of true null hypotheses (such procedures are called adaptive) or…

Methodology · Statistics 2017-02-13 Joshua D. Habiger

Interim analyses are vital in clinical trials for early decision-making. While frequentist implications are well-established, the consequences of repeated Bayesian interim monitoring for efficacy, specifically regarding multiplicity, remain…

Methodology · Statistics 2025-12-30 Suyu Liu , Beibei Guo , Laura Thompson , Lei Nie , Ying Yuan

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

We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…

Computation · Statistics 2015-03-13 Daniel Yekutieli

In many scientific applications, hypotheses are generated and tested continuously in a stream. We develop a framework for improving online multiple testing procedures with false discovery rate (FDR) control under arbitrary dependence. Our…

Methodology · Statistics 2026-03-27 Ziyu Xu , Lasse Fischer , Aaditya Ramdas

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…

Statistics Theory · Mathematics 2023-04-12 Sanat K. Sarkar

We consider the problem of variable selection in high-dimensional statistical models where the goal is to report a set of variables, out of many predictors $X_1, \dotsc, X_p$, that are relevant to a response of interest. For linear…

Methodology · Statistics 2019-03-20 Adel Javanmard , Hamid Javadi

The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing…

Machine Learning · Statistics 2009-06-30 Sami Hanhijärvi , Kai Puolamäki , Gemma C. Garriga

We propose a new adaptive empirical Bayes framework, the Bag-Of-Null-Statistics (BONuS) procedure, for multiple testing where each hypothesis testing problem is itself multivariate or nonparametric. BONuS is an adaptive and interactive…

Methodology · Statistics 2021-07-05 Chiao-Yu Yang , Lihua Lei , Nhat Ho , Will Fithian

Testing for differences in features between clusters in various applications often leads to inflated false positives when practitioners use the same dataset to identify clusters and then test features, an issue commonly known as ``double…

Methodology · Statistics 2024-10-10 Lijun Wang , Yingxin Lin , Hongyu Zhao

The genetic basis of multiple phenotypes such as gene expression, metabolite levels, or imaging features is often investigated by testing a large collection of hypotheses, probing the existence of association between each of the traits and…

Applications · Statistics 2015-04-06 Christine Peterson , Marina Bogomolov , Yoav Benjamini , Chiara Sabatti

We introduce a new empirical Bayes approach for large-scale multiple linear regression. Our approach combines two key ideas: (i) the use of flexible "adaptive shrinkage" priors, which approximate the nonparametric family of scale mixture of…

Methodology · Statistics 2024-06-13 Youngseok Kim , Wei Wang , Peter Carbonetto , Matthew Stephens

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

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

The large bulk of work in multiple testing has focused on specifying procedures that control the false discovery rate (FDR), with relatively less attention being paid to the corresponding Type II error known as the false non-discovery rate…

Statistics Theory · Mathematics 2020-05-11 Max Rabinovich , Michael I. Jordan , Martin J. Wainwright

The introduction of the false discovery rate (FDR) by Benjamini and Hochberg has spurred a great interest in developing methodologies to control the FDR in various settings. The majority of existing approaches, however, address the FDR…

Methodology · Statistics 2016-06-09 Kasra Alishahi , Ahmad Reza Ehyaei , Ali Shojaie