Related papers: Family-wise Error Rate Control with E-values
Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts a numerical score such that a correct forecast achieves a minimal…
This article gives a survey of the e-value, a statistical significance measure a.k.a. the evidence rendered by observational data, X, in support of a statistical hypothesis, H, or, the other way around, the epistemic value of H given X. The…
Backdoor sets, a notion introduced by Williams et al. in 2003, are certain sets of key variables of a CNF formula F that make it easy to solve the formula; by assigning truth values to the variables in a backdoor set, the formula gets…
We develop a technique to improve the power of any e-value by a simple randomization involving one independent uniform random variable. Using this framework, we show that two procedures for false discovery rate (FDR) control -- the…
Rare and Weak models for multiple hypothesis testing assume that only a small proportion of the tested hypotheses concern non-null effects and the individual effects are only moderately large, so they generally do not stand out…
In the recent Basel Accords, the Expected Shortfall (ES) replaces the Value-at-Risk (VaR) as the standard risk measure for market risk in the banking sector, making it the most important risk measure in financial regulation. One of the most…
Statistical models for networks with complex dependencies pose particular challenges for model selection and evaluation. In particular, many well-established statistical tools for selecting between models assume conditional independence of…
Error Detection and Correction Codes (ECCs) are often used in digital designs to protect data integrity. Especially in safety-critical systems such as automotive electronics, ECCs are widely used and the verification of such complex logic…
Given the cost and duration of phase III and phase IV clinical trials, the development of statistical methods for go/no-go decisions is vital. In this paper, we introduce a Bayesian methodology to compute the probability of success based on…
The standard approach to risk-averse control is to use the Exponential Utility (EU) functional, which has been studied for several decades. Like other risk-averse utility functionals, EU encodes risk aversion through an increasing convex…
Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) with good power. We show that FDR can be…
The e-BH procedure is an e-value-based multiple testing procedure that provably controls the false discovery rate (FDR) under any dependence structure between the e-values. Despite this appealing theoretical FDR control guarantee, the e-BH…
The e-value is gaining traction as a robust alternative to p-values and Bayes factors for quantifying statistical evidence. e-values are a promising method for adaptive clinical trials due to their anytime-validity: e-values ensure type I…
Multiple testing with false discovery rate (FDR) control has been widely conducted in the ``discrete paradigm" where p-values have discrete and heterogeneous null distributions. However, in this scenario existing FDR procedures often lose…
Backtesting risk measures is a central task in financial regulation. While standard backtests evaluate whether a forecasting model is statistically consistent with observed losses, regulatory practice often requires assessing the…
Complex large-scale studies, such as those related to microarray data and fMRI studies, often involve testing multiple hierarchically ordered hypotheses. However, most existing false discovery rate (FDR) controlling procedures do not…
Background: Experimental treatments pass through various stages of development. If a treatment passes through early phase experiments, the investigators may want to assess it in a late phase randomised controlled trial. An efficient way to…
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…
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…
In many scenarios such as genome-wide association studies where dependences between variables commonly exist, it is often of interest to infer the interaction effects in the model. However, testing pairwise interactions among millions of…