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How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted…

统计理论 · 数学 2009-07-13 Etienne Roquain , Mark Van De Wiel

We provide the first differentially private algorithms for controlling the false discovery rate (FDR) in multiple hypothesis testing, with essentially no loss in power under certain conditions. Our general approach is to adapt a well-known…

统计理论 · 数学 2015-11-13 Cynthia Dwork , Weijie Su , Li Zhang

Multiple testing with discrete p-values routinely arises in various scientific endeavors. However, procedures, including the false discovery rate (FDR) controlling Benjamini-Hochberg (BH) procedure, often used in such settings, being…

统计方法学 · 统计学 2019-06-06 Xiongzhi Chen , Sanat K. Sarkar

The recent e-Benjamini-Hochberg (e-BH) procedure for multiple hypothesis testing is known to control the false discovery rate (FDR) under arbitrary dependence between the input e-values. This paper points out an important subtlety when…

统计方法学 · 统计学 2025-08-06 Hongjian Wang , Sanjit Dandapanthula , Aaditya Ramdas

We investigate the properties of the Benjamini--Hochberg method for multiple testing and of a variant of Storey's generalization of it, extending and complementing the asymptotic and exact results available in the literature. Results are…

统计理论 · 数学 2007-06-13 J. A. Ferreira , A. H. Zwinderman

A cornerstone of the multiple testing literature is the Benjamini-Hochberg (BH) procedure, which guarantees control of the FDR when $p$-values are independent or positively dependent. While BH controls the average quality of rejections, it…

统计方法学 · 统计学 2026-03-31 Sarah Mostow , Daniel Xiang

The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…

统计理论 · 数学 2009-06-18 Arthur Cohen , Harold B. Sackrowitz , Minya Xu

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

Motivated by recent findings in Li and Zhang (2025), which established an equivalence between certain p-value-based multiple testing procedures and the e-Benjamini-Hochberg procedure (Wang and Ramdas, 2022), we introduce a general framework…

统计方法学 · 统计学 2025-08-22 Guanxun Li , Xianyang Zhang

We study the convergence of the false discovery proportion (FDP) of the Benjamini-Hochberg procedure in the Gaussian equi-correlated model, when the correlation $\rho_m$ converges to zero as the hypothesis number $m$ grows to infinity. By…

统计理论 · 数学 2010-07-26 Sylvain Delattre , Etienne Roquain

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

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

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…

统计方法学 · 统计学 2024-02-06 Zhiwen Jiang , Stephan Morgenthaler

We introduce a multiple testing procedure that controls the median of the proportion of false discoveries (FDP) in a flexible way. The procedure only requires a vector of p-values as input and is comparable to the Benjamini-Hochberg method,…

统计方法学 · 统计学 2024-03-14 Jesse Hemerik , Aldo Solari , Jelle J Goeman

Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is…

统计方法学 · 统计学 2026-05-21 Ziang Song , Ying Jin , Emmanuel J. Candès

We present a novel necessary and sufficient principle for multiple testing methods controlling an expected loss. This principle asserts that every such multiple testing method is a special case of a general closed testing procedure based on…

统计方法学 · 统计学 2026-01-05 Ziyu Xu , Aldo Solari , Lasse Fischer , Rianne de Heide , Aaditya Ramdas , Jelle Goeman

The Benjamini-Hochberg (BH) procedure is widely used to control the false detection rate (FDR) in multiple testing. Applications of this control abound in drug discovery, forensics, anomaly detection, and, in particular, machine learning,…

统计理论 · 数学 2025-01-08 Louis L Chen , Roberto Szechtman , Matan Seri

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

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

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