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Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Jun Chen , Xianyang Zhang

Controlling the false discovery rate (FDR) is a critical challenge in large-scale data analysis, particularly in the presence of outliers. A common practice involves imposing a Student-$t$ distribution to eliminate the influence of…

Methodology · Statistics 2026-04-01 Yoshiko Hayashi

In modern scientific experiments, we frequently encounter data that have large dimensions, and in some experiments, such high dimensional data arrive sequentially rather than full data being available all at a time. We develop multiple…

Methodology · Statistics 2023-06-09 Rahul Roy , Shyamal K. De , Subir Kumar Bhandari

Conventional multiple testing procedures often assume hypotheses for different features are exchangeable. However, in many scientific applications, additional covariate information regarding the patterns of signals and nulls are available.…

Methodology · Statistics 2020-06-12 Xianyang Zhang , Jun Chen

Since Benjamini and Hochberg introduced false discovery rate (FDR) in their seminal paper, this has become a very popular approach to the multiple comparisons problem. An increasingly popular topic within functional data analysis is local…

Methodology · Statistics 2019-08-16 Niels Lundtorp Olsen , Alessia Pini , Simone Vantini

Multiple testing has been a popular topic in statistical research. Although vast works have been done, controlling the false discoveries remains a challenging task when the corresponding test statistics are dependent. Various methods have…

Statistics Theory · Mathematics 2022-07-05 Meng Mei , Tao Yu , Yuan Jiang

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

Recently, Barber and Cand\`es laid the theoretical foundation for a general framework for false discovery rate (FDR) control based on the notion of "knockoffs." A closely related FDR control methodology has long been employed in the…

Methodology · Statistics 2022-03-15 Dong Luo , Arya Ebadi , Yilun He , Kristen Emery , William Stafford Noble , Uri Keich

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano

We propose a new empirical Bayes method for covariate-assisted multiple testing with false discovery rate (FDR) control, where we model the local false discovery rate for each hypothesis as a function of both its covariates and p-value. Our…

Methodology · Statistics 2021-07-01 Patrick Chao , William Fithian

In large-scale multiple hypothesis testing problems, the false discovery exceedance (FDX) provides a desirable alternative to the widely used false discovery rate (FDR) when the false discovery proportion (FDP) is highly variable. We…

Methodology · Statistics 2023-04-21 Pallavi Basu , Luella Fu , Alessio Saretto , Wenguang Sun

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

Major internet companies routinely perform tens of thousands of A/B tests each year. Such large-scale sequential experimentation has resulted in a recent spurt of new algorithms that can provably control the false discovery rate (FDR) in a…

Methodology · Statistics 2019-11-06 Jinjin Tian , Aaditya Ramdas

As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses…

Methodology · Statistics 2017-11-21 Fei Xia , Martin J. Zhang , James Zou , David Tse

Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational…

Machine Learning · Computer Science 2024-03-14 Mohammad Rahman , Manzur Murshed , Shyh Wei Teng , Manoranjan Paul

Simultaneously finding multiple influential variables and controlling the false discovery rate (FDR) for linear regression models is a fundamental problem. We here propose the Gaussian Mirror (GM) method, which creates for each predictor…

Methodology · Statistics 2021-03-22 Xin Xing , Zhigen Zhao , Jun S. Liu

Fraud detection is to identify, monitor, and prevent potentially fraudulent activities from complex data. The recent development and success in AI, especially machine learning, provides a new data-driven way to deal with fraud. From a…

Machine Learning · Statistics 2023-05-19 Biao Xu , Yao Wang , Xiuwu Liao , Kaidong Wang

In many statistical problems the hypotheses are naturally divided into groups, and the investigators are interested to perform group-level inference, possibly along with inference on individual hypotheses. We consider the goal of…

Statistics Theory · Mathematics 2021-05-20 Marina Bogomolov

The clustering task consists in partitioning elements of a sample into homogeneous groups. Most datasets contain individuals that are ambiguous and intrinsically difficult to attribute to one or another cluster. However, in practical…

Statistics Theory · Mathematics 2023-10-26 Ariane Marandon , Tabea Rebafka , Etienne Roquain , Nataliya Sokolovska

In recent mutation studies, analyses based on protein domain positions are gaining popularity over gene-centric approaches since the latter have limitations in considering the functional context that the position of the mutation provides.…