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A fundamental task in the analysis of datasets with many variables is screening for associations. This can be cast as a multiple testing task, where the objective is achieving high detection power while controlling type I error. We consider…

Methodology · Statistics 2021-09-01 Nikolaos Ignatiadis , Wolfgang Huber

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

MaxT is a highly popular resampling-based multiple testing procedure, which controls the Familywise Error Rate (FWER) and is powerful under dependence. This paper generalizes maxT to what we term ``multi-resolution'' False Discovery…

Methodology · Statistics 2026-05-05 Jesse Hemerik

Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…

Methodology · Statistics 2020-12-17 Chenguang Dai , Buyu Lin , Xin Xing , Jun S. Liu

Simultaneous statistical inference has been a cornerstone in the statistics methodology literature because of its fundamental theory and paramount applications. The mainstream multiple testing literature has traditionally considered two…

Statistics Theory · Mathematics 2025-03-21 Monitirtha Dey , Subir Kumar Bhandari

Establishing the frequentist properties of Bayesian approaches widens their appeal and offers new understanding. In hypothesis testing, Bayesian model averaging addresses the problem that conclusions are sensitive to variable selection. But…

Methodology · Statistics 2025-05-12 Helen R. Fryer , Nicolas Arning , Daniel J. Wilson

In many large scale multiple testing applications, the hypotheses often have a known graphical structure, such as gene ontology in gene expression data. Exploiting this graphical structure in multiple testing procedures can improve power as…

Methodology · Statistics 2018-12-04 Wenge Guo , Gavin Lynch , Joseph P. Romano

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

As the volume and complexity of data continue to expand across various scientific disciplines, the need for robust methods to account for the multiplicity of comparisons has grown widespread. A popular measure of type 1 error rate in…

Methodology · Statistics 2024-11-19 Jianliang He , Bowen Gang , Luella Fu

The False Discovery Rate (FDR) is a commonly used type I error rate in multiple testing problems. It is defined as the expected False Discovery Proportion (FDP), that is, the expected fraction of false positives among rejected hypotheses.…

Statistics Theory · Mathematics 2013-10-04 Pierre Neuvial

The topic of multiple hypotheses testing now has a potpourri of novel theories and ubiquitous applications in diverse scientific fields. However, the universal utility of this field often hinders the possibility of having a generalized…

Statistics Theory · Mathematics 2025-04-25 Monitirtha Dey , Subir Kumar Bhandari

The genetic basis of multiple phenotypes such as gene expression, metabolite levels, or imaging features is often investigated by testing a large collection of hypotheses, probing the existence of association between each of the traits and…

Applications · Statistics 2015-04-06 Christine Peterson , Marina Bogomolov , Yoav Benjamini , Chiara Sabatti

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…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Jun Chen , Xianyang Zhang

Empirical research in the social and medical sciences frequently involves testing multiple hypotheses simultaneously, increasing the risk of false positives due to chance. Classical multiple testing procedures, such as the Bonferroni…

Econometrics · Economics 2025-07-29 Sebastian Calonico , Sebastian Galiani

Identifying the most powerful test in multiple hypothesis testing under strong family-wise error rate (FWER) control is a fundamental problem in statistical methodology. State-of-the-art approaches formulate this as a constrained…

Methodology · Statistics 2025-12-17 Prasanjit Dubey , Xiaoming Huo

Efforts to develop more efficient multiple hypothesis testing procedures for false discovery rate (FDR) control have focused on incorporating an estimate of the proportion of true null hypotheses (such procedures are called adaptive) or…

Methodology · Statistics 2017-02-13 Joshua D. Habiger

In large scale multiple testing problems, a two-class empirical Bayes approach can be used to control the false discovery rate (Fdr) for the entire array of hypotheses under study. A sample splitting step is incorporated to modify that…

Computation · Statistics 2019-12-13 Paramita Chakraborty , Chong Ma , John Grego , James Lynch

Maximizing statistical power in experimental design often involves imbalanced treatment allocation, but several challenges hinder its practical adoption: (1) the misconception that equal allocation always maximizes power, (2) when only…

Methodology · Statistics 2025-09-17 Stef Baas , Lukas Pin , Sofía S. Villar , William F. Rosenberger

Multiple hypothesis testing, a situation when we wish to consider many hypotheses, is a core problem in statistical inference that arises in almost every scientific field. In this setting, controlling the false discovery rate (FDR), which…

Statistics Theory · Mathematics 2019-03-19 Shiyun Chen , Shiva Kasiviswanathan

We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of…

Methodology · Statistics 2026-03-17 Jinyuan Chang , Chenlong Li , Cheng Yong Tang , Zhengtian Zhu