Related papers: Controlling the false discovery rate under a non-p…
This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289-300]. We develop a framework in which the False Discovery Proportion (FDP)--the number of false…
After the seminal Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR) was proposed, dozens of papers have attempted to improve its power by adapting to the unknown proportion of nulls. We observe that most null…
The large bulk of work in multiple testing has focused on specifying procedures that control the false discovery rate (FDR), with relatively less attention being paid to the corresponding Type II error known as the false non-discovery rate…
Multiple hypotheses testing is a core problem in statistical inference and arises in almost every scientific field. Given a sequence of null hypotheses $\mathcal{H}(n) = (H_1,..., H_n)$, Benjamini and Hochberg…
We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis $H_i$ we observe both a p-value $p_i$ and some predictor $x_i$ encoding contextual information about the hypothesis. For large-scale…
Most link prediction methods return estimates of the connection probability of missing edges in a graph. Such output can be used to rank the missing edges from most to least likely to be a true edge, but does not directly provide a…
Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…
We investigate the multiplicity model with m values of some test statistic independently drawn from a mixture of no effect (null) and positive effect (alternative), where we seek to identify, the alternative test results with a controlled…
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…
We develop the distribution of the number of hypotheses found to be statistically significant using the rule from Benjamini and Hochberg (1995) for controlling the false discovery rate (FDR). This distribution has both a small sample form…
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…
Modern biological studies often involve testing many hypotheses organized in a group or a hierarchical structure, such as a directed acyclic graph (DAG). In these studies, researchers often wish to control the false discovery rate (FDR)…
Multiple hypothesis testing with false discovery rate (FDR) control is a fundamental problem in statistical inference, with broad applications in genomics, drug screening, and outlier detection. In many such settings, researchers may have…
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…
Closed testing procedures are classically used for familywise error rate (FWER) control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion (FDP) in all subsets of the hypotheses. In this…
Much effort has been done to control the "false discovery rate" (FDR) when $m$ hypotheses are tested simultaneously. The FDR is the expectation of the "false discovery proportion" $\text{FDP}=V/R$ given by the ratio of the number of false…
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.…
Given $m$ unknown parameters with corresponding independent estimators, the Benjamini-Hochberg (BH) procedure can be used to classify the sign of parameters such that the expected proportion of erroneous directional decisions (directional…
Large-scale multiple two-sample {\em Student}'s $t$ testing problems often arise from the statistical analysis of scientific data. To detect components with different values between two mean vectors, a well-known procedure is to apply the…
This paper presents a systematic framework for controlling false discovery rate in learning time-varying correlation networks from high-dimensional, non-linear, non-Gaussian and non-stationary time series with an increasing number of…