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Multiple hypotheses testing is a core problem in statistical inference and arises in almost every scientific field. Given a sequence of null hypotheses $\mathcal{H}(n) = (H_1,..., H_n)$, Benjamini and Hochberg…

统计方法学 · 统计学 2015-03-05 Adel Javanmard , Andrea Montanari

Modern biomedical research frequently involves testing multiple related hypotheses, while maintaining control over a suitable error rate. In many applications the false discovery rate (FDR), which is the expected proportion of false…

统计方法学 · 统计学 2018-09-27 David S. Robertson , James M. S. Wason

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…

统计理论 · 数学 2019-03-19 Shiyun Chen , Shiva Kasiviswanathan

A new online multiple testing procedure is described in the context of anomaly detection, which controls the False Discovery Rate (FDR). An accurate anomaly detector must control the false positive rate at a prescribed level while keeping…

统计方法学 · 统计学 2024-12-17 Etienne Krönert , Alain Célisse , Dalila Hattab

Modern data analysis frequently involves large-scale hypothesis testing, which naturally gives rise to the problem of maintaining control of a suitable type I error rate, such as the false discovery rate (FDR). In many biomedical and…

统计方法学 · 统计学 2023-07-25 David S. Robertson , James M. S. Wason , Aaditya Ramdas

Online testing procedures aim to control the extent of false discoveries over a sequence of hypothesis tests, allowing for the possibility that early-stage test results influence the choice of hypotheses to be tested in later stages.…

统计方法学 · 统计学 2021-10-18 Aaron Fisher

The introduction of the false discovery rate (FDR) by Benjamini and Hochberg has spurred a great interest in developing methodologies to control the FDR in various settings. The majority of existing approaches, however, address the FDR…

统计方法学 · 统计学 2016-06-09 Kasra Alishahi , Ahmad Reza Ehyaei , Ali Shojaie

In the online multiple testing problem, p-values corresponding to different null hypotheses are observed one by one, and the decision of whether or not to reject the current hypothesis must be made immediately, after which the next p-value…

统计方法学 · 统计学 2017-10-03 Aaditya Ramdas , Fanny Yang , Martin J. Wainwright , Michael I. Jordan

In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed.…

机器学习 · 统计学 2020-10-22 Wanrong Zhang , Gautam Kamath , Rachel Cummings

The False Discovery Rate (FDR) is a new statistical procedure to control the number of mistakes made when performing multiple hypothesis tests, i.e. when comparing many data against a given model hypothesis. The key advantage of FDR is that…

This paper is a review of the popular Benjamini Hochberg Method and other related useful methods of Multiple Hypothesis testing. This is written with the purpose of serving a short but complete easy to understand review of the main article…

统计方法学 · 统计学 2014-06-30 Anish Acharya

Online testing procedures assume that hypotheses are observed in sequence, and allow the significance thresholds for upcoming tests to depend on the test statistics observed so far. Some of the most popular online methods include alpha…

统计方法学 · 统计学 2022-02-11 Aaron Fisher

Multiple tests are designed to test a whole collection of null hypotheses simultaneously. Their quality is often judged by the false discovery rate (FDR), i.e. the expectation of the quotient of the number of false rejections divided by the…

统计理论 · 数学 2015-11-24 Julia Benditkis , Philipp Heesen , Arnold Janssen

Multiple testing adjustments, such as the Benjamini and Hochberg (1995) step-up procedure for controlling the false discovery rate (FDR), are typically applied to families of tests that control significance level in the classical sense: for…

统计方法学 · 统计学 2025-05-19 Timothy B. Armstrong

The False Discovery Rate (FDR) paradigm aims to attain certain control on Type I errors with relatively high power for multiple hypothesis testing. The Benjamini--Hochberg (BH) procedure is a well-known FDR controlling procedure. Under a…

统计理论 · 数学 2007-11-06 Zhiyi Chi

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…

统计方法学 · 统计学 2024-11-19 Jianliang He , Bowen Gang , Luella Fu

The steep rise in availability and usage of high-throughput technologies in biology brought with it a clear need for methods to control the False Discovery Rate (FDR) in multiple tests. Benjamini and Hochberg (BH) introduced in 1995 a…

统计方法学 · 统计学 2011-08-11 Amit Zeisel , Or Zuk , Eytan Domany

Since Benjamini and Hochberg introduced false discovery rate (FDR) in their seminal paper, this has become a very popular approach to the multiple comparisons problem. An increasingly popular topic within functional data analysis is local…

统计方法学 · 统计学 2019-08-16 Niels Lundtorp Olsen , Alessia Pini , Simone Vantini

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…

统计方法学 · 统计学 2024-12-03 Tomáš Mrkvička , Mari Myllymäki

Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate in multiple testing problems, and proposed a procedure to control the FDR. For discrete data this procedure may be highly…

统计方法学 · 统计学 2014-01-28 Ruth Heller , Hadas Gur
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