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Controlling the false discovery rate (FDR) in high-dimensional variable selection requires balancing rigorous error control with statistical power. Existing methods with provable guarantees are often overly conservative, creating a…

Methodology · Statistics 2026-02-06 Arnau Vilella , Jasin Machkour , Michael Muma , Daniel P. Palomar

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

Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…

Methodology · Statistics 2026-03-05 Haochen Lei , Yan Li , Hongyuan Cao

In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…

Methodology · Statistics 2021-05-25 Shinjini Nandi , Sanat K. Sarkar

Obtaining high-quality labels for large datasets is expensive, requiring massive annotations from human experts. While AI models offer a cost-effective alternative by predicting labels, their label quality is compromised by the unavoidable…

Machine Learning · Computer Science 2026-02-17 Huipeng Huang , Wenbo Liao , Huajun Xi , Hao Zeng , Mengchen Zhao , Hongxin Wei

The False Discovery Rate (FDR) is a new statistical procedure to control the number of mistakes made when performing multiple hypothesis tests, i.e. when comparing many data against a given model hypothesis. The key advantage of FDR is that…

This article addresses a fundamental concern, first raised by Efron (2004), regarding the selection of null distributions in large-scale multiple testing. In modern data-intensive applications involving thousands or even millions of…

Methodology · Statistics 2025-09-05 Yang Tian , Zinan Zhao , Wenguang Sun

Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…

Statistics Theory · Mathematics 2008-07-31 Zhiyi Chi

The problem of large-scale spatial multiple testing is often encountered in various scientific research fields, where the signals are usually enriched on some regions while sparse on others. To integrate spatial structure information from…

Methodology · Statistics 2023-09-28 Pengfei Wang , Pengyu Yan , Canhui Li

We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…

Methodology · Statistics 2014-02-10 Gilles Blanchard , Sylvain Delattre , Etienne Roquain

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

This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…

Statistics Theory · Mathematics 2025-06-16 Yu-Chien Bo Ning

We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the…

Methodology · Statistics 2021-05-27 Lilun Du , Xu Guo , Wenguang Sun , Changliang Zou

Selecting high-quality candidates from large datasets is critical in applications such as drug discovery, precision medicine, and alignment of large language models (LLMs). While Conformal Selection (CS) provides rigorous uncertainty…

Methodology · Statistics 2025-05-05 Tian Bai , Yue Zhao , Xiang Yu , Archer Y. Yang

The uncertainty quantification and error control of classifiers are crucial in many high-consequence decision-making scenarios. We propose a selective classification framework that provides an indecision option for any observations that…

Methodology · Statistics 2022-10-11 Bowen Gang , Yuantao Shi , Wenguang Sun

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

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

We propose the use of a new false discovery rate (FDR) controlling procedure as a model selection penalized method, and compare its performance to that of other penalized methods over a wide range of realistic settings: nonorthogonal design…

Applications · Statistics 2009-05-19 Yoav Benjamini , Yulia Gavrilov

In many applications, the process of identifying a specific feature of interest often involves testing multiple hypotheses for their joint statistical significance. Examples include mediation analysis which simultaneously examines the…

Methodology · Statistics 2023-05-30 Linsui Deng , Kejun He , Xianyang Zhang

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

Methodology · Statistics 2025-10-02 Marco Molinari , Magne Thoresen