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We provide new non-asymptotic false discovery proportion (FDP) confidence envelopes in several multiple testing settings relevant for modern high dimensional-data methods. We revisit the multiple testing scenarios considered in the recent…

Statistics Theory · Mathematics 2024-09-18 Iqraa Meah , Gilles Blanchard , Etienne Roquain

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

Consider the multiple testing problem of testing null hypotheses $H_1,...,H_s$. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($\mathit{FWER}$),…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano , Azeem M. Shaikh

In this paper we introduce and investigate a new rejection curve for asymptotic control of the false discovery rate (FDR) in multiple hypotheses testing problems. We first give a heuristic motivation for this new curve and propose some…

Statistics Theory · Mathematics 2009-03-31 Helmut Finner , Thorsten Dickhaus , Markus Roters

Sorted L-One Penalized Estimation (SLOPE) has shown the nice theoretical property as well as empirical behavior recently on the false discovery rate (FDR) control of high-dimensional feature selection by adaptively imposing the…

Statistics Theory · Mathematics 2023-02-22 Jingxuan Liang , Hong Chen , Xuelin Zhang , Weifu Li , Xin Tang

While traditional multiple testing procedures prohibit adaptive analysis choices made by users, Goeman and Solari (2011) proposed a simultaneous inference framework that allows users such flexibility while preserving high-probability bounds…

Statistics Theory · Mathematics 2021-01-05 Eugene Katsevich , Aaditya Ramdas

Fast multiple change-point segmentation methods, which additionally provide faithful statistical statements on the number, locations and sizes of the segments, have recently received great attention. In this paper, we propose a multiscale…

Statistics Theory · Mathematics 2016-04-15 Housen Li , Axel Munk , Hannes Sieling

Differentially private multiple testing procedures can protect the information of individuals used in hypothesis tests while guaranteeing a small fraction of false discoveries. In this paper, we propose a differentially private adaptive FDR…

Machine Learning · Statistics 2023-06-01 Xintao Xia , Zhanrui Cai

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…

Methodology · Statistics 2026-02-19 Yonghoon Lee , Meshi Bashari , Edgar Dobriban , Yaniv Romano

Continuous improvement in medical imaging techniques allows the acquisition of higher-resolution images. When these are used in a predictive setting, a greater number of explanatory variables are potentially related to the dependent…

Statistics Theory · Mathematics 2019-03-13 Tuan-Binh Nguyen , Jérôme-Alexis Chevalier , Bertrand Thirion

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…

Statistics Theory · Mathematics 2007-06-13 Christopher Genovese , Larry Wasserman

The recent proliferation of high-dimensional data, such as electronic health records and genetics data, offers new opportunities to find novel predictors of outcomes. Presented with a large set of candidate features, interest often lies in…

Methodology · Statistics 2024-09-24 Michael J. Martens , Anjishnu Banerjee , Xinran Qi , Yushu Shi

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

Genomic data are subject to various sources of confounding, such as demographic variables, biological heterogeneity, and batch effects. To identify genomic features associated with a variable of interest in the presence of confounders, the…

Methodology · Statistics 2025-12-08 Asmita Roy , Jun Chen , Xianyang Zhang

In many applications of multiple testing, ancillary information is available, reflecting the hypothesis null or alternative status. Several methods have been developed to leverage this ancillary information to enhance testing power,…

Machine Learning · Statistics 2024-09-06 Xuechan Li , Jichun Xie

In many applications, the process of identifying a specific feature of interest often involves testing multiple hypotheses for their joint statistical significance. Examples include mediation analysis which simultaneously examines the…

Methodology · Statistics 2023-05-30 Linsui Deng , Kejun He , Xianyang Zhang

An important problem in machine learning and statistics is to identify features that causally affect the outcome. This is often impossible to do from purely observational data, and a natural relaxation is to identify features that are…

Machine Learning · Statistics 2019-05-30 Jaime Roquero Gimenez , Amirata Ghorbani , James Zou

The $\gamma$-FDP and $k$-FWER multiple testing error metrics, which are tail probabilities of the respective error statistics, have become popular recently as less-stringent alternatives to the FDR and FWER. We propose general and flexible…

Methodology · Statistics 2016-12-20 Jay Bartroff

False discovery rate (FDR) procedures provide misleading inference when testing multiple null hypotheses with heterogeneous multinomial data. For example, in the motivating study the goal is to identify species of bacteria near the roots of…

Methodology · Statistics 2015-11-05 Joshua Habiger , David Watts , Michael Anderson

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…

Methodology · Statistics 2024-03-26 Ariane Marandon