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A popular framework for false discovery control is the random effects model in which the null hypotheses are assumed to be independent. This paper generalizes the random effects model to a conditional dependence model which allows…

Statistics Theory · Mathematics 2008-12-18 Wei Biao Wu

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

We consider controlling the false discovery rate for testing many time series with an unknown cross-sectional correlation structure. Given a large number of hypotheses, false and missing discoveries can plague an analysis. While many…

Methodology · Statistics 2021-06-10 Junpei Komiyama , Masaya Abe , Kei Nakagawa , Kenichiro McAlinn

Correlation networks are commonly used to infer associations between microbes and metabolites. The resulting p-values are then corrected for multiple comparisons using existing methods such as the Benjamini and Hochberg procedure to control…

Methodology · Statistics 2025-06-17 Jing Ma

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

We introduce a multiple testing procedure (TreeBH) which addresses the challenge of controlling error rates at multiple levels of resolution. Conceptually, we frame this problem as the selection of hypotheses which are organized…

Methodology · Statistics 2018-10-25 Marina Bogomolov , Christine B. Peterson , Yoav Benjamini , Chiara Sabatti

Gaussian graphical models emerge in a wide range of fields. They model the statistical relationships between variables as a graph, where an edge between two variables indicates conditional dependence. Unfortunately, well-established…

Machine Learning · Statistics 2024-01-19 Taulant Koka , Jasin Machkour , Michael Muma

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

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

Algorithms that ensure reproducible findings from large-scale, high-dimensional data are pivotal in numerous signal processing applications. In recent years, multivariate false discovery rate (FDR) controlling methods have emerged,…

Methodology · Statistics 2024-01-31 Jasin Machkour , Michael Muma , Daniel P. Palomar

For large-scale testing with graph-associated data, we present an empirical Bayes mixture technique to score local false discovery rates. Compared to empirical Bayes procedures that ignore the graph, the proposed method gains power in…

Methodology · Statistics 2019-11-26 TIen Vo , Vamsi Ithapu , Vikas Singh , Michael A. Newton

The generalized linear models (GLM) have been widely used in practice to model non-Gaussian response variables. When the number of explanatory features is relatively large, scientific researchers are of interest to perform controlled…

Methodology · Statistics 2020-07-03 Chenguang Dai , Buyu Lin , Xin Xing , Jun S. Liu

Much effort has been made to improve the famous step up test of Benjamini and Hochberg given by linear critical values $\frac{i\alpha}{n}$. It is pointed out by Gavrilov, Benjamini and Sarkar that step down multiple tests based on the…

Statistics Theory · Mathematics 2016-08-10 Julia Benditkis , Arnold Janssen

Applying Benjamini and Hochberg (B-H) method to multiple Student's $t$ tests is a popular technique in gene selection in microarray data analysis. Because of the non-normality of the population, the true p-values of the hypothesis tests are…

Methodology · Statistics 2013-10-17 Weidong Liu , Qi-Man Shao

Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about…

Methodology · Statistics 2024-05-14 Boyan Duan , Larry Wasserman , Aaditya Ramdas

We address the multiple testing problem under the assumption that the true/false hypotheses are driven by a Hidden Markov Model (HMM), which is recognized as a fundamental setting to model multiple testing under dependence since the seminal…

Methodology · Statistics 2021-05-04 Marie Perrot-Dockès , Gilles Blanchard , Pierre Neuvial , Etienne Roquain

The Benjamini-Hochberg (BH) procedure remains widely popular despite having limited theoretical guarantees in the commonly encountered scenario of correlated test statistics. Of particular concern is the possibility that the method could…

Statistics Theory · Mathematics 2023-11-14 Dan M. Kluger , Art B. Owen

Given a nonparametric Hidden Markov Model (HMM) with two states, the question of constructing efficient multiple testing procedures is considered, treating one of the states as an unknown null hypothesis. A procedure is introduced, based on…

Statistics Theory · Mathematics 2021-01-12 Kweku Abraham , Ismael Castillo , Elisabeth Gassiat

The false discovery proportion (FDP) is a convenient way to account for false positives when a large number $m$ of tests are performed simultaneously. Romano and Wolf [Ann. Statist. 35 (2007) 1378-1408] have proposed a general principle…

Statistics Theory · Mathematics 2015-06-08 Sylvain Delattre , Etienne Roquain

This paper studies the estimation of high dimensional Gaussian graphical model (GGM). Typically, the existing methods depend on regularization techniques. As a result, it is necessary to choose the regularized parameter. However, the…

Methodology · Statistics 2013-06-06 Weidong Liu
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