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Related papers: Adaptive procedures for boundary FDR control

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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

In high dimensional variable selection problems, statisticians often seek to design multiple testing procedures that control the False Discovery Rate (FDR), while concurrently identifying a greater number of relevant variables. Model-X…

Statistics Theory · Mathematics 2023-07-25 Taejoo Ahn , Licong Lin , Song Mei

In the spirit of modeling inference for microarrays as multiple testing for sparse mixtures, we present a similar approach to a simplified version of quantitative trait loci (QTL) mapping. Unlike in case of microarrays, where the number of…

Statistics Theory · Mathematics 2008-12-18 Małgorzata Bogdan , Jayanta K. Ghosh , Surya T. Tokdar

Feature screening for ultrahigh-dimension, in general, proceeds with two essential steps. The first step is measuring and ranking the marginal dependence between response and covariates, and the second is determining the threshold. We…

Methodology · Statistics 2022-07-28 Linsui Deng , Yilin Zhang

In this paper, we consider the problem of simultaneously testing many two-sided hypotheses when rejections of null hypotheses are accompanied by claims of the direction of the alternative. The fundamental goal is to construct methods that…

Statistics Theory · Mathematics 2017-03-21 Anjana Grandhi , Wenge Guo , Joseph P. Romano

When testing multiple hypotheses, a suitable error rate should be controlled even in exploratory trials. Conventional methods to control the False Discovery Rate (FDR) assume that all p-values are available at the time point of test…

Methodology · Statistics 2021-12-21 Sonja Zehetmayer , Martin Posch , Franz Koenig

Considering the knockoff-based multiple testing framework of Barber and Cand\`es [2015], we revisit the method of Sarkar and Tang [2022] and identify it as a specific case of an un-normalized e-value weighted Benjamini-Hochberg procedure.…

Methodology · Statistics 2026-02-13 Aniket Biswas , Aaditya Ramdas

Multiple testing with false discovery rate (FDR) control has been widely conducted in the ``discrete paradigm" where p-values have discrete and heterogeneous null distributions. However, in this scenario existing FDR procedures often lose…

Methodology · Statistics 2019-07-23 Xiongzhi Chen , R. W. Doerge , Sanat K. Sarkar

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

The probability of false discovery proportion (FDP) exceeding $\gamma\in[0,1)$, defined as $\gamma$-FDP, has received much attention as a measure of false discoveries in multiple testing. Although this measure has received acceptance due to…

Statistics Theory · Mathematics 2014-06-03 Wenge Guo , Li He , Sanat K. Sarkar

This is a chapter of the forthcoming Handbook of Multiple Testing. We consider a variety of model selection strategies in a high-dimensional setting, where the number of potential predictors p is large compared to the number of available…

Methodology · Statistics 2020-11-25 Malgorzata Bogdan , Florian Frommlet

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

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

Some effort has been undertaken over the last decade to provide conditions for the control of the false discovery rate by the linear step-up procedure (LSU) for testing $n$ hypotheses when test statistics are dependent. In this paper we…

Statistics Theory · Mathematics 2007-10-18 Helmut Finner , Thorsten Dickhaus , Markus Roters

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

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

When many (m) null hypotheses are tested with a single dataset, the control of the number of false rejections is often the principal consideration. Two popular controlling rates are the probability of making at least one false discovery…

Methodology · Statistics 2013-07-11 Djalel Eddine Meskaldji , Jean-Philippe Thiran , Stephan Morgenthaler

In the high dimensional regression analysis when the number of predictors is much larger than the sample size, an important question is to select the important variable which are relevant to the response variable of interest. Variable…

Methodology · Statistics 2023-01-09 Pengsheng Ji , Zhigen Zhao

The e-BH procedure is an e-value-based multiple testing procedure that provably controls the false discovery rate (FDR) under any dependence structure between the e-values. Despite this appealing theoretical FDR control guarantee, the e-BH…

Methodology · Statistics 2024-04-29 Junu Lee , Zhimei Ren

In many applications of multiple hypothesis testing where more than one false rejection can be tolerated, procedures controlling error rates measuring at least $k$ false rejections, instead of at least one, for some fixed $k\ge 1$ can…

Statistics Theory · Mathematics 2008-12-18 Sanat K. Sarkar