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The Benjamini-Hochberg (BH) procedure is a celebrated method for multiple testing with false discovery rate (FDR) control. In this paper, we consider large-scale distributed networks where each node possesses a large number of p-values and…

统计方法学 · 统计学 2022-12-20 Mehrdad Pournaderi , Yu Xiang

In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…

统计方法学 · 统计学 2021-05-25 Shinjini Nandi , Sanat K. Sarkar

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

To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically…

统计理论 · 数学 2017-09-18 Sebastian Döhler , Guillermo Durand , Etienne Roquain

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 introduce a new class of methods for finite-sample false discovery rate (FDR) control in multiple testing problems with dependent test statistics where the dependence is fully or partially known. Our approach separately calibrates a…

统计方法学 · 统计学 2020-07-22 William Fithian , Lihua Lei

We propose a novel methodology for discovering the presence of relationships realized as binary time series between variables in high dimension. To make it visually intuitive, we regard the existence of a relationship as an edge connection,…

统计方法学 · 统计学 2024-10-07 Masaki Toyoda , Yoshimasa Uematsu

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…

统计方法学 · 统计学 2026-03-17 Jinyuan Chang , Chenlong Li , Cheng Yong Tang , Zhengtian Zhu

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

In a one-way analysis-of-variance (ANOVA) model, the number of all pairwise comparisons can be large even when there are only a moderate number of groups. Motivated by this, we consider a regime with a growing number of groups, and prove…

统计理论 · 数学 2023-12-12 Weidong Liu , Dennis Leung , Qiman Shao

This paper revisits the following open question in simultaneous testing of multivariate normal means against two-sided alternatives: Can the method of Benjamini and Hochberg (BH, 1995) control the false discovery rate (FDR) without imposing…

统计理论 · 数学 2023-04-12 Sanat K. Sarkar

In the setting of multiple testing, compound p-values generalize p-values by asking for superuniformity to hold only \emph{on average} across all true nulls. We study the properties of the Benjamini--Hochberg procedure applied to compound…

统计理论 · 数学 2025-07-30 Rina Foygel Barber , Richard J Samworth

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

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

This paper develops a general framework for controlling the false discovery rate (FDR) in multiple testing of Gaussian means against two-sided alternatives. The widely used Benjamini-Hochberg (BH) procedure provides exact FDR control under…

统计方法学 · 统计学 2025-11-26 Deepra Ghosh , Sanat K. Sarkar

E-values have gained attention as potential alternatives to p-values as measures of uncertainty, significance and evidence. In brief, e-values are realized by random variables with expectation at most one under the null; examples include…

统计理论 · 数学 2021-12-16 Ruodu Wang , Aaditya Ramdas

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

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

We propose sufficient conditions and computationally efficient procedures for false discovery rate control in multiple testing when the $p$-values are related by a known \emph{dependency graph} -- meaning that we assume independence of…

统计方法学 · 统计学 2025-07-01 Drew T. Nguyen , William Fithian

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
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