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Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…

Methodology · Statistics 2011-11-16 Jianqing Fan , Xu Han , Weijie Gu

False discovery rate (FDR) is a cornerstone of modern multiple testing. However, it often fails to guarantee the reliability of "marginal" discoveries that lie at the boundary of the rejection set, which are often crucial in high-precision…

Methodology · Statistics 2026-05-12 Yifan Zhang , Wentao Zhang , Changliang Zou , Haojie Ren

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…

Methodology · Statistics 2026-03-24 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

One important partition of algorithms for controlling the false discovery rate (FDR) in multiple testing is into offline and online algorithms. The first generally achieve significantly higher power of discovery, while the latter allow…

Methodology · Statistics 2021-03-05 Tijana Zrnic , Daniel L. Jiang , Aaditya Ramdas , Michael I. Jordan

The Benjamini-Hochberg (BH) procedure is a celebrated method for multiple testing with false discovery rate (FDR) control. In this paper, we consider large-scale distributed networks where each node possesses a large number of p-values and…

Methodology · Statistics 2022-12-20 Mehrdad Pournaderi , Yu Xiang

We consider the problem of comparing a reference distribution with several other distributions. Given a sample from both the reference and the comparison groups, we aim to identify the comparison groups whose distributions differ from that…

Methodology · Statistics 2025-11-26 Yonghoon Lee , Edgar Dobriban , Eric Tchetgen Tchetgen

The traditional approaches to false discovery rate (FDR) control in multiple hypothesis testing are usually based on the null distribution of a test statistic. However, all types of null distributions, including the theoretical,…

Methodology · Statistics 2021-04-13 Kun He , Mengjie Li , Yan Fu , Fuzhou Gong , Xiaoming Sun

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)…

Methodology · Statistics 2025-09-22 Marina Bogomolov , Shinjini Nandi

The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…

Statistics Theory · Mathematics 2009-06-18 Arthur Cohen , Harold B. Sackrowitz , Minya Xu

The recent e-Benjamini-Hochberg (e-BH) procedure for multiple hypothesis testing is known to control the false discovery rate (FDR) under arbitrary dependence between the input e-values. This paper points out an important subtlety when…

Methodology · Statistics 2025-08-06 Hongjian Wang , Sanjit Dandapanthula , Aaditya Ramdas

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…

Methodology · Statistics 2025-12-16 Bufan Li , Lujia Bai , Weichi Wu

For multiple testing based on p-values with c\`{a}dl\`{a}g distribution functions, we propose an FDR procedure "BH+" with proven conservativeness. BH+ is at least as powerful as the BH procedure when they are applied to super-uniform…

Methodology · Statistics 2020-03-09 Xiongzhi Chen

Multiple hypothesis testing is a central topic in statistics, but despite abundant work on the false discovery rate (FDR) and the corresponding Type-II error concept known as the false non-discovery rate (FNR), a fine-grained understanding…

Statistics Theory · Mathematics 2017-05-17 Maxim Rabinovich , Aaditya Ramdas , Michael I. Jordan , Martin J. Wainwright

The mitigation of false positives is an important issue when conducting multiple hypothesis testing. The most popular paradigm for false positives mitigation in high-dimensional applications is via the control of the false discovery rate…

Methodology · Statistics 2018-07-17 Hien D. Nguyen , Yohan Yee , Geoffrey J. McLachlan , Jason P. Lerch

In multiple testing problems, where a large number of hypotheses are tested simultaneously, false discovery rate (FDR) control can be achieved with the well-known Benjamini-Hochberg procedure, which adapts to the amount of signal present in…

Methodology · Statistics 2017-09-14 Ang Li , Rina Foygel Barber

Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…

Methodology · Statistics 2025-04-29 Pengfei Lyu , Xianyang Zhang , Hongyuan Cao

Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…

Methodology · Statistics 2020-08-17 Yuxiang Xie , Kwun Chuen Gary Chan

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.…

Statistics Theory · Mathematics 2011-03-10 Edsel A. Peña , Joshua D. Habiger , Wensong Wu

We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…

Methodology · Statistics 2014-02-10 Gilles Blanchard , Sylvain Delattre , Etienne Roquain

False discovery rate (FDR) control methods are essential for voxel-wise multiple testing in neuroimaging data analysis, where hundreds of thousands or even millions of tests are conducted to detect brain regions associated with…

Machine Learning · Statistics 2025-05-30 Taehyo Kim , Qiran Jia , Mony J. de Leon , Hai Shu