English
Related papers

Related papers: Boosting e-BH via conditional calibration

200 papers

In this paper we introduce a novel procedure for improving multiple testing procedures (MTPs) under scenarios when the null hypothesis $p$-values tend to be stochastically larger than standard uniform (referred to as 'inflated'). An…

Methodology · Statistics 2025-08-29 Jules L. Ellis , Jakub Pecanka , Jelle Goeman

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…

Methodology · Statistics 2023-11-14 Ziyu Xu , Aaditya Ramdas

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

In this work we study an adaptive step-down procedure for testing $m$ hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical…

Statistics Theory · Mathematics 2009-04-01 Yulia Gavrilov , Yoav Benjamini , Sanat K. Sarkar

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

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

To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically…

Statistics Theory · Mathematics 2017-09-18 Sebastian Döhler , Guillermo Durand , Etienne Roquain

Businesses frequently run online controlled experiments (i.e., A/B tests) to learn about the effect of an intervention on multiple business metrics. To account for multiple hypothesis testing, multiple metrics are commonly aggregated into a…

Methodology · Statistics 2026-01-22 Luke Hagar , Nathaniel T. Stevens

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

This paper develops a general framework for controlling the false discovery rate (FDR) in multiple testing of Gaussian means against two-sided alternatives. The widely used Benjamini-Hochberg (BH) procedure provides exact FDR control under…

Methodology · Statistics 2025-11-26 Deepra Ghosh , Sanat K. Sarkar

False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the…

Methodology · Statistics 2009-09-29 Weihua Tang , Cun-Hui Zhang

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…

Methodology · Statistics 2024-12-17 Etienne Krönert , Alain Célisse , Dalila Hattab

Motivated by recent findings in Li and Zhang (2025), which established an equivalence between certain p-value-based multiple testing procedures and the e-Benjamini-Hochberg procedure (Wang and Ramdas, 2022), we introduce a general framework…

Methodology · Statistics 2025-08-22 Guanxun Li , Xianyang Zhang

Conditional independence tests (CIT) are widely used for causal discovery and feature selection. Even with false discovery rate (FDR) control procedures, they often fail to provide frequentist guarantees in practice. We highlight two common…

Methodology · Statistics 2026-02-25 Milleno Pan , Antoine de Mathelin , Wesley Tansey

We show that the control of the false discovery rate (FDR) for a multiple testing procedure is implied by two coupled simple sufficient conditions. The first one, which we call ``self-consistency condition'', concerns the algorithm itself,…

Statistics Theory · Mathematics 2008-10-21 Gilles Blanchard , Etienne Roquain

Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…

Methodology · Statistics 2025-04-29 Pengfei Lyu , Xianyang Zhang , Hongyuan Cao

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…

Statistics Theory · Mathematics 2009-02-17 Gilles Blanchard , Etienne Roquain

This paper discusses several p-value-free multiple hypothesis testing methods proposed in recent years and organizes them by introducing a unified framework termed competition test. Although existing competition tests are effective in…

Methodology · Statistics 2025-12-02 Mingzhou Deng , Yan Fu

Model-X knockoffs is a flexible wrapper method for high-dimensional regression algorithms, which provides guaranteed control of the false discovery rate (FDR). Due to the randomness inherent to the method, different runs of model-X…

Methodology · Statistics 2023-09-01 Zhimei Ren , Rina Foygel Barber

In high dimensional variable selection problems, statisticians often seek to design multiple testing procedures that control the False Discovery Rate (FDR), while concurrently identifying a greater number of relevant variables. Model-X…

Statistics Theory · Mathematics 2023-07-25 Taejoo Ahn , Licong Lin , Song Mei