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We investigate the multiplicity model with m values of some test statistic independently drawn from a mixture of no effect (null) and positive effect (alternative), where we seek to identify, the alternative test results with a controlled…

Methodology · Statistics 2024-02-06 Zhiwen Jiang , Stephan Morgenthaler

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

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

Given a multiple testing situation, the null hypotheses that appear to have sufficiently low probabilities of truth may be rejected using a simple, nonparametric method of decision theory. This applies not only to posterior levels of…

Probability · Mathematics 2025-10-20 David R. Bickel

The knockoff-based multiple testing setup of Barber & Candes (2015) for variable selection in multiple regression where sample size is as large as the number of explanatory variables is considered. The method of Benjamini & Hochberg (1995)…

Methodology · Statistics 2021-08-20 Sanat K. Sarkar , Cheng Yong Tang

Barber and Candes recently introduced a feature selection method called knockoff+ that controls the false discovery rate (FDR) among the selected features in the classical linear regression problem. Knockoff+ uses the competition between…

Methodology · Statistics 2019-11-25 Kristen Emery , Uri Keich

The large bulk of work in multiple testing has focused on specifying procedures that control the false discovery rate (FDR), with relatively less attention being paid to the corresponding Type II error known as the false non-discovery rate…

Statistics Theory · Mathematics 2020-05-11 Max Rabinovich , Michael I. Jordan , Martin J. Wainwright

When hypotheses are tested in a stream and real-time decision-making is needed, online sequential hypothesis testing procedures are needed. Furthermore, these hypotheses are commonly partitioned into groups by their nature. For example, the…

Methodology · Statistics 2025-06-05 Runqiu Wang , Ran Dai

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

Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…

Methodology · Statistics 2026-03-05 Haochen Lei , Yan Li , Hongyuan Cao

Platform trials evaluate multiple experimental treatments under a single master protocol, where new treatment arms are added to the trial over time. Given the multiple treatment comparisons, there is the potential for inflation of the…

Methodology · Statistics 2022-02-09 David S. Robertson , James M. S. Wason , Franz König , Martin Posch , Thomas Jaki

We present a novel method for controlling the $k$-familywise error rate ($k$-FWER) in the linear regression setting using the knockoffs framework first introduced by Barber and Cand\`es. Our procedure, which we also refer to as knockoffs,…

Methodology · Statistics 2015-11-10 Lucas Janson , Weijie Su

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 rate (FDR) and the false non-discovery rate (FNR), defined as the expected false discovery proportion (FDP) and the false non-discovery proportion (FNP), are the most popular benchmarks for multiple testing. Despite the…

Statistics Theory · Mathematics 2025-09-03 Yutong Nie , Yihong Wu

We propose a method for multiple hypothesis testing with familywise error rate (FWER) control, called the i-FWER test. Most testing methods are predefined algorithms that do not allow modifications after observing the data. However, in…

Methodology · Statistics 2021-04-20 Boyan Duan , Aaditya Ramdas , Larry Wasserman

We introduce a general methodology for post hoc inference in a large-scale multiple testing framework. The approach is called "user-agnostic" in the sense that the statistical guarantee on the number of correct rejections holds for any set…

Statistics Theory · Mathematics 2025-03-25 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

This paper explores the intrinsic connections between the Bayesian false discovery rate (FDR) control procedures and their counterpart of frequentist procedures. We attempt to offer a unified view of FDR control within and beyond the…

Methodology · Statistics 2018-03-15 Xiaoquan Wen

Large-scale multiple testing with highly correlated test statistics arises frequently in many scientific research. Incorporating correlation information in estimating false discovery proportion has attracted increasing attention in recent…

Methodology · Statistics 2019-03-28 Jianqing Fan , Xu Han

Most scientific disciplines use significance testing to draw conclusions about experimental or observational data. This classical approach provides a theoretical guarantee for controlling the number of false positives across a set of…

Applications · Statistics 2023-03-06 Stanley E. Lazic
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