相关论文: On the Benjamini--Hochberg method

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss of power to detect true positives. We…

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…

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…

One important partition of algorithms for controlling the false discovery rate (FDR) in multiple testing is into offline and online algorithms. The first generally achieve significantly higher power of discovery, while the latter allow…

We show that the Bernstein-Hoeffding method can be employed to a larger class of generalized moments. This class includes the exponential moments whose properties play a key role in the proof of a well-known inequality of Wassily Hoeffding,…

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…

The problem of testing two simple hypotheses in a general probability space is considered. For a fixed type-I error probability, the best exponential decay rate of the type-II error probability is investigated. In regular asymptotic cases…

We propose a new test of uniformity on the hypersphere based on a Stein characterization associated with the Laplace--Beltrami operator. We identify a sufficient class of test functions for this characterization, linked to the moment…

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…

We analyze theoretical properties of the hybrid test for superior predictability. We demonstrate with a simple example that the test may not be pointwise asymptotically of level $\alpha$ at commonly used significance levels and may lead to…

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…

Many important problems in psychology and biomedical studies require testing for overdispersion, correlation and heterogeneity in mixed effects and latent variable models, and score tests are particularly useful for this purpose. But the…

A topological multiple testing scheme for one-dimensional domains is proposed where, rather than testing every spatial or temporal location for the presence of a signal, tests are performed only at the local maxima of the smoothed observed…

In high-throughput screenings, it is common to estimate the effects of many treatments using a small number of independent trials of each. Because little is known about the distributional properties of the measurements from these trials, it…

Often in multiple testing, the hypotheses appear in non-overlapping blocks with the associated $p$-values exhibiting dependence within but not between blocks. We consider adapting the Benjamini-Hochberg method for controlling the false…

In this work, tests of symmetry for bivariate copulas are introduced and studied using empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a multiplier bootstrap…

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…

We use Wasserstein metrics adapted to study the action of the flow of the BBM equation on probability measures. We prove the continuity of this flow and the stability of invariant measures for finite times.

The present paper introduces new adaptive multiple tests which rely on the estimation of the number of true null hypotheses and which control the false discovery rate (FDR) at level alpha for finite sample size. We derive exact formulas for…