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The Bonferroni multiple testing procedure is commonly perceived as being overly conservative in large-scale simultaneous testing situations such as those that arise in microarray data analysis. The objective of the present study is to show…

Applications · Statistics 2009-09-29 Alexander Gordon , Galina Glazko , Xing Qiu , Andrei Yakovlev

Importance sampling is a common technique for Monte Carlo approximation, including Monte Carlo approximation of p-values. Here it is shown that a simple correction of the usual importance sampling p-values creates valid p-values, meaning…

Computation · Statistics 2011-04-12 Matthew T. Harrison

We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis $H_i$ we observe both a p-value $p_i$ and some predictor $x_i$ encoding contextual information about the hypothesis. For large-scale…

Methodology · Statistics 2018-07-26 Lihua Lei , William Fithian

Combining dependent p-values poses a long-standing challenge in statistical inference, particularly when aggregating findings from multiple methods to enhance signal detection. Recently, p-value combination tests based on regularly…

Methodology · Statistics 2025-04-22 Lin Gui , Yuchao Jiang , Jingshu Wang

We investigate the multiplicity model with m values of some test statistic independently drawn from a mixture of no effect (null) and positive effect (alternative), where we seek to identify, the alternative test results with a controlled…

Methodology · Statistics 2024-02-06 Zhiwen Jiang , Stephan Morgenthaler

Consider the multiple testing problem of testing null hypotheses $H_1,...,H_s$. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($\mathit{FWER}$),…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano , Azeem M. Shaikh

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou

After rejecting the null hypothesis in the analysis of variance, the next step is to make the pairwise comparisons to find out differences in means. The purpose of this paper is threefold. The foremost aim is to suggest expression for…

Methodology · Statistics 2023-06-22 Elsayed A. H. Elamir

Many experiments are concerned with the comparison of counts between treatment groups. Examples include the number of successful signups in conversion rate experiments, or the number of errors produced by software versions in canary…

Methodology · Statistics 2023-12-14 Michael Lindon , Alan Malek

A fundamental task in the analysis of datasets with many variables is screening for associations. This can be cast as a multiple testing task, where the objective is achieving high detection power while controlling type I error. We consider…

Methodology · Statistics 2021-09-01 Nikolaos Ignatiadis , Wolfgang Huber

In genome-wide association (GWA) studies the goal is to detect associations between genetic markers and a given phenotype. The number of genetic markers can be large and effective methods for control of the overall error rate is a central…

Methodology · Statistics 2017-05-09 Kari Krizak Halle , Mette Langaas

In a split conformal framework with $K$ classes, a calibration sample of $n$ labeled examples is observed for inference on the label of a new unlabeled example. We explore the setting where a `batch' of $m$ independent such unlabeled…

Methodology · Statistics 2025-03-19 Ulysse Gazin , Ruth Heller , Etienne Roquain , Aldo Solari

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

Methodology · Statistics 2020-10-27 Ivan Kojadinovic , Ghislain Verdier

We describe group sequential tests which efficiently incorporate information from multiple endpoints allowing for early stopping at pre-planned interim analyses. We formulate a testing procedure where several outcomes are examined, and…

Methodology · Statistics 2024-05-09 Abigail J. Burdon , Thomas Jaki

Scientists often adjust their significance threshold (alpha level) during null hypothesis significance testing in order to take into account multiple testing and multiple comparisons. This alpha adjustment has become particularly relevant…

Methodology · Statistics 2021-07-08 Mark Rubin

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…

Methodology · Statistics 2025-07-08 Michael Lindon , Dae Woong Ham , Martin Tingley , Iavor Bojinov

Classical tests for a difference in means control the type I error rate when the groups are defined a priori. However, when the groups are instead defined via clustering, then applying a classical test yields an extremely inflated type I…

Methodology · Statistics 2022-11-01 Lucy L. Gao , Jacob Bien , Daniela Witten

AB testing aids business operators with their decision making, and is considered the gold standard method for learning from data to improve digital user experiences. However, there is usually a gap between the requirements of practitioners,…

Machine Learning · Computer Science 2023-07-28 Srivas Chennu , Andrew Maher , Christian Pangerl , Subash Prabanantham , Jae Hyeon Bae , Jamie Martin , Bud Goswami

Combining dependent tests of significance has broad applications but the $p$-value calculation is challenging. Current moment-matching methods (e.g., Brown's approximation) for Fisher's combination test tend to significantly inflate the…

Methodology · Statistics 2020-03-04 Hong Zhang , Zheyang Wu

Biological research often involves testing a growing number of null hypotheses as new data is accumulated over time. We study the problem of online control of the familywise error rate (FWER), that is testing an apriori unbounded sequence…

Methodology · Statistics 2020-03-10 Jinjin Tian , Aaditya Ramdas
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