Related papers: Asymptotic Online FWER Control for Dependent Test …
In applications such as clinical safety analysis, the data of the experiments usually consists of frequency counts. In the analysis of such data, researchers often face the problem of multiple testing based on discrete test statistics,…
In contemporary research, online error control is often required, where an error criterion, such as familywise error rate (FWER) or false discovery rate (FDR), shall remain under control while testing an a priori unbounded sequence of…
Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…
In this paper, the problem of error control of stepwise multiple testing procedures is considered. For two-sided hypotheses, control of both type 1 and type 3 (or directional) errors is required, and thus mixed directional familywise error…
Online testing procedures aim to control the extent of false discoveries over a sequence of hypothesis tests, allowing for the possibility that early-stage test results influence the choice of hypotheses to be tested in later stages.…
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…
A classical approach for dealing with the multiple testing problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of at least one false rejection. In many applications, one might be…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
This paper presents a survey on some recent advances for the type I error rate control in multiple testing methodology. We consider the problem of controlling the $k$-family-wise error rate (kFWER, probability to make $k$ false discoveries…
A new online multiple testing procedure is described in the context of anomaly detection, which controls the False Discovery Rate (FDR). An accurate anomaly detector must control the false positive rate at a prescribed level while keeping…
Familywise error rate (FWER) has been a cornerstone in simultaneous inference for decades, and the classical Bonferroni method has been one of the most prominent frequentist approaches for controlling FWER. The present article studies the…
Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample…
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…
This paper studies the means-testing problem under weakly correlated Normal setups. Although quite common in genomic applications, test procedures having exact FWER control under such dependence structures are nonexistent. We explore the…
It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…
A scientist tests a continuous stream of hypotheses over time in the course of her investigation -- she does not test a predetermined, fixed number of hypotheses. The scientist wishes to make as many discoveries as possible while ensuring…
In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…
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.…
We investigate asymptotically optimal multiple testing procedures for streams of sequential data in the context of prior information on the number of false null hypotheses ("signals"). We show that the "gap" and "gap-intersection"…
We study asymptotic properties of Bayesian multiple testing procedures and provide sufficient conditions for strong consistency under general dependence structure. We also consider a novel Bayesian multiple testing procedure and associated…