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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

Some effort has been undertaken over the last decade to provide conditions for the control of the false discovery rate by the linear step-up procedure (LSU) for testing $n$ hypotheses when test statistics are dependent. In this paper we…

Statistics Theory · Mathematics 2007-10-18 Helmut Finner , Thorsten Dickhaus , Markus Roters

In this paper we introduce and investigate a new rejection curve for asymptotic control of the false discovery rate (FDR) in multiple hypotheses testing problems. We first give a heuristic motivation for this new curve and propose some…

Statistics Theory · Mathematics 2009-03-31 Helmut Finner , Thorsten Dickhaus , Markus Roters

Multiple comparison procedures that control a family-wise error rate or false discovery rate provide an achieved error rate as the adjusted p-value for each hypothesis tested. However, since such p-values are not probabilities that the null…

Methodology · Statistics 2013-09-03 David R. Bickel

Continuous improvement in medical imaging techniques allows the acquisition of higher-resolution images. When these are used in a predictive setting, a greater number of explanatory variables are potentially related to the dependent…

Statistics Theory · Mathematics 2019-03-13 Tuan-Binh Nguyen , Jérôme-Alexis Chevalier , Bertrand Thirion

High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this paper, global testing and large-scale multiple testing for the regression coefficients are considered in both single- and two-regression…

Methodology · Statistics 2020-11-23 Rong Ma , T. Tony Cai , Hongzhe Li

False discovery rates (FDR) are an essential component of statistical inference, representing the propensity for an observed result to be mistaken. FDR estimates should accompany observed results to help the user contextualize the relevance…

Methodology · Statistics 2020-10-12 Megan Hollister Murray , Jeffrey D. Blume

We propose sequential multiple testing procedures which control the false discover rate (FDR) or the positive false discovery rate (pFDR) under arbitrary dependence between the data streams. This is accomplished by "optimizing" an upper…

Methodology · Statistics 2024-11-27 Michael Hankin , Jay Bartroff

The concept of $k$-FWER has received much attention lately as an appropriate error rate for multiple testing when one seeks to control at least $k$ false rejections, for some fixed $k\ge 1$. A less conservative notion, the $k$-FDR, has been…

Statistics Theory · Mathematics 2009-06-18 Sanat K. Sarkar , Wenge Guo

In the setting of multiple testing, compound p-values generalize p-values by asking for superuniformity to hold only \emph{on average} across all true nulls. We study the properties of the Benjamini--Hochberg procedure applied to compound…

Statistics Theory · Mathematics 2025-07-30 Rina Foygel Barber , Richard J Samworth

The False Discovery Rate (FDR) paradigm aims to attain certain control on Type I errors with relatively high power for multiple hypothesis testing. The Benjamini--Hochberg (BH) procedure is a well-known FDR controlling procedure. Under a…

Statistics Theory · Mathematics 2007-11-06 Zhiyi Chi

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

Genome-wide association studies (GWAS) have led to the discovery of numerous single nucleotide polymorphisms (SNPs) associated with various phenotypes and complex diseases. However, the identified genetic variants do not fully explain the…

Methodology · Statistics 2025-07-09 Dayeon Jung , Yewon Kim , Junyong Park

This paper explores the intrinsic connections between the Bayesian false discovery rate (FDR) control procedures and their counterpart of frequentist procedures. We attempt to offer a unified view of FDR control within and beyond the…

Methodology · Statistics 2018-03-15 Xiaoquan Wen

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

Likelihood-free inference methods based on neural conditional density estimation were shown to drastically reduce the simulation burden in comparison to classical methods such as ABC. When applied in the context of any latent variable…

Machine Learning · Statistics 2024-05-06 Sanmitra Ghosh , Paul J. Birrell , Daniela De Angelis

This paper is a review of the popular Benjamini Hochberg Method and other related useful methods of Multiple Hypothesis testing. This is written with the purpose of serving a short but complete easy to understand review of the main article…

Methodology · Statistics 2014-06-30 Anish Acharya

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

The highly influential two-group model in testing a large number of statistical hypotheses assumes that the test statistics are drawn independently from a mixture of a high probability null distribution and a low probability alternative.…

Methodology · Statistics 2020-12-08 Ruth Heller , Saharon Rosset

An important limitation of standard multiple testing procedures is that the null distribution should be known. Here, we consider a null distribution-free approach for multiple testing in the following semi-supervised setting: the user does…

Statistics Theory · Mathematics 2022-12-08 David Mary , Etienne Roquain