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This article introduces a sensitivity analysis method for Multiple Testing Procedures (MTPs) using marginal $p$-values. The method is based on the Dirichlet process (DP) prior distribution, specified to support the entire space of MTPs,…

Methodology · Statistics 2025-09-19 George Karabatsos

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

In this paper we introduce a novel procedure for improving multiple testing procedures (MTPs) under scenarios when the null hypothesis $p$-values tend to be stochastically larger than standard uniform (referred to as 'inflated'). An…

Methodology · Statistics 2025-08-29 Jules L. Ellis , Jakub Pecanka , Jelle Goeman

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 2010-12-21 Xu Han , Weijie Gu , Jianqing Fan

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

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

This paper presents a survey on some recent advances for the type I error rate control in multiple testing methodology. We consider the problem of controlling the $k$-family-wise error rate (kFWER, probability to make $k$ false discoveries…

Methodology · Statistics 2011-03-15 Etienne Roquain

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

Two common concerns raised in analyses of randomized experiments are (i) appropriately handling issues of non-compliance, and (ii) appropriately adjusting for multiple tests (e.g., on multiple outcomes or subgroups). Although simple…

Methodology · Statistics 2016-05-25 Joseph J. Lee , Laura Forastiere , Luke Miratrix , Natesh S. Pillai

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

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

Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…

Methodology · Statistics 2018-09-19 Jianqing Fan , Yuan Ke , Qiang Sun , Wen-Xin Zhou

We propose a new empirical Bayes method for covariate-assisted multiple testing with false discovery rate (FDR) control, where we model the local false discovery rate for each hypothesis as a function of both its covariates and p-value. Our…

Methodology · Statistics 2021-07-01 Patrick Chao , William Fithian

Consider the problem of testing multiple null hypotheses. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($FWER$), the probability of even one…

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

This article considers the problem of multiple hypothesis testing using $t$-tests. The observed data are assumed to be independently generated conditional on an underlying and unknown two-state hidden model. We propose an asymptotically…

Statistics Theory · Mathematics 2011-02-22 Hongyuan Cao , Michael R. Kosorok

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…

Methodology · Statistics 2018-07-26 Lihua Lei , William Fithian

The causal effects of continuous treatments are often characterized through the average dose response function, which is challenging to estimate from observational data due to confounding and positivity violations. Modified treatment…

Methodology · Statistics 2025-01-22 Ziren Jiang , Jared D. Huling

For randomized controlled trials (RCTs) with a single intervention being measured on multiple outcomes, researchers often apply a multiple testing procedure (such as Bonferroni or Benjamini-Hochberg) to adjust $p$-values. Such an adjustment…

Methodology · Statistics 2023-05-17 Kristen Hunter , Luke Miratrix , Kristin Porter

Multiple testing problems arising in modern scientific applications can involve simultaneously testing thousands or even millions of hypotheses, with relatively few true signals. In this paper, we consider the multiple testing problem where…

Methodology · Statistics 2016-06-28 Ang Li , Rina Foygel Barber

We consider multiple testing means of many dependent Normal random variables that do not necessarily follow a joint Normal distribution. Under weak dependence, we show the uniform consistency of proportion estimators that are constructed as…

Methodology · Statistics 2022-05-09 Xiongzhi Chen
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