finite-null fdr control

Designs and constructs multiple‑testing procedures and thresholding rules that guarantee exact false discovery rate control in finite‑sample settings when the number of null hypotheses (null draws) is finite. Implements and analyzes methods that account for randomness in count‑derived or otherwise uncertain p‑values, computing thresholds and adjustments that reflect count variability and limited null draws.

finite-nullfdrcontrol

Recent Skill Trend

Momentum and market value over time
Trending
Score
No comparison yet
0.78
Oct 01, 2026Oct 01, 2026
Career
Value
No comparison yet
$200K/year
Oct 01, 2026Oct 01, 2026

Must-Read Papers

Most classic and influential ideas
View more

False Discovery Rate Adjustments for Average Significance Level Controlling Tests

Sep 27, 2022
TB
Timothy B. Armstrong
🏛️ University of Southern California

Classical false discovery rate (FDR) control methods, such as Benjamini–Hochberg (BH), rely on stringent pointwise control of Type I error (strong control), limiting their applicability under weaker inferential assumptions. This work addresses FDR control when only average-level (i.e., weak) control of significance level is required across tests. Method: We analyze the asymptotic FDR behavior of BH under average-type Type I error constraints and examine the finite-sample validity of the Benjamini–Yekutieli (BY) procedure for dependent p-values. Contribution/Results: We establish, for the first time, the asymptotic FDR control property of BH under weak Type I error control. We further prove that BY correction remains valid for dependent p-values even in finite samples. These results extend FDR theory to nonparametric, high-dimensional sparse, and weak-signal settings—bypassing traditional strong control assumptions—and substantially improve statistical power. The work provides a novel theoretical foundation and practical methodology for multiple testing under weak inference conditions.

Adjusting FDR for tests with average significance level controlEnabling FDR control in nonparametric and high-dimensional settingsExtending BH procedure to weakly dependent p-values asymptotically

This work addresses the challenge of controlling the false discovery rate (FDR) in large-scale multiple hypothesis testing when only a limited number of null samples are available and hypotheses exhibit arbitrary structural dependencies. The authors propose a unified framework that leverages reproducing kernel Hilbert spaces (RKHS) to model the intrinsic structure among hypotheses, integrates uncertainty quantification of finite-sample p-values, and extends mirror statistics to the counting space. Within this framework, they construct two decision rules that provide rigorous FDR guarantees. Their approach is the first to simultaneously handle data scarcity and complex dependency structures, achieving substantially improved statistical power while maintaining robustness. Additionally, it offers an efficient strategy for allocating scarce null-distribution samples, enabling a flexible trade-off between precision and power in structured multiple testing.

False Discovery RateFinite Null SamplesMultiple Hypothesis Testing

False discovery rate control with compound p-values

Jul 28, 2025
RF
Rina Foygel Barber
🏛️ University of Chicago | University of Cambridge

This paper investigates the false discovery rate (FDR) control performance of the Benjamini–Hochberg (BH) procedure under *composite p-values*—i.e., p-values that are only required to be super-uniform on all true null hypotheses, a weaker condition than standard uniformity. Theoretical analysis establishes that, under independence, FDR ≤ 1.93α; when all nulls are true, FDR ≤ α + 2α²; and under positive dependence, FDR may inflate by a factor of O(log m), with matching tight upper and lower bound constructions. This work provides the first systematic characterization of the robustness boundary of the BH procedure to composite p-values, precisely delineating its FDR control capability—and inherent limitations—when the classical uniformity assumption is relaxed. The results establish a new theoretical foundation for multiple testing in high-dimensional settings with complex dependencies, enhancing both flexibility and statistical power.

Analyze Benjamini-Hochberg procedure's performance with compound p-valuesExplore FDR bounds under independence and positive dependenceStudy FDR control using compound p-values in multiple testing

Inference for Synthetic Controls via Refined Placebo Tests

Jan 13, 2024
LL
Lihua Lei
🏛️ Stanford University

This paper addresses the low statistical power and poor resolution of conventional placebo tests in synthetic control method (SCM) causal inference under small-sample settings—particularly when α = 0.05 and the number of donor units *N* is small. We propose a leave-two-out randomization inference framework that rigorously controls Type I error rates in finite samples while substantially improving test resolution and statistical power, even under stringent significance levels (α < 1/*N*). Unlike permutation or rank-based tests, our framework accommodates non-uniform treatment assignment and integrates formal sensitivity analysis for robust causal inference. Empirical results demonstrate that, under moderate effect sizes, the proposed method achieves lower actual Type I error rates and higher statistical power compared to standard approaches.

Enhances placebo test resolution for accurate hypothesis testingGeneralizes method to non-uniform treatment assignmentsImproves inference for synthetic controls with small samples

More powerful multiple testing under dependence via randomization

May 18, 2023
ZX
Ziyu Xu
🏛️ Carnegie Mellon University

This paper addresses the low statistical power of false discovery rate (FDR) and false coverage rate (FCR) control procedures under arbitrary dependence structures in multiple hypothesis testing. We propose a universal randomization-enhancement strategy based on a single uniform random variable. The method systematically boosts the power of classical procedures—including Benjamini–Yekutieli, e-BH, and Hommel—while preserving exact FDR/FCR control under arbitrary dependence. We provide the first rigorous proof that a single randomization step is never inferior to the original procedure and strictly improves power under any dependence structure; moreover, it unifies and strengthens diverse multiple testing procedures within the e-value framework. Theoretical analysis guarantees strict FDR/FCR control, and extensive simulations confirm substantial power gains. Our core innovation lies in achieving broad-spectrum power enhancement via an extremely simple randomization mechanism, thereby overcoming the long-standing power bottleneck of conventional methods under strong dependence.

Enhances FDR control procedures for dependent p-values and e-valuesImproves power of multiple testing under dependence via randomizationStrengthens Hommel test and post-selection inference for FCR control

Latest Papers

What's happening recently
View more

This work addresses a limitation of conventional approaches in multiple hypothesis testing within location families, which typically control the false discovery rate (FDR) only under the global null hypothesis. In practice, however, there is often a need to control FDR uniformly over non-significant regions across the entire parameter space. The paper reframes FDR as a function of the location parameter and proposes a natural extension of the Benjamini–Hochberg (BH) procedure that simultaneously controls the entire FDR curve without incurring additional computational cost. Theoretical analysis establishes that the proposed method guarantees the FDR curve remains below a user-specified level uniformly, and numerical experiments corroborate its effectiveness and practical utility.

Benjamini-Hochberg procedurefalse discovery rateFDR control

This work addresses a critical limitation in existing multiple testing procedures, which control only the expected false discovery proportion (FDP) and lack high-probability guarantees for the realized FDP, particularly when data-driven thresholds are employed, thereby compromising statistical validity. The authors propose a distribution-free, finite-sample valid framework that constructs a high-probability simultaneous envelope around the empirical distribution function of conformal p-values under the null hypothesis. This approach yields, for the first time, a uniform high-probability upper bound on the FDP that holds simultaneously over all possible rejection thresholds. The method accommodates arbitrary post-hoc threshold selection and allows users to tailor the envelope’s shape to obtain tighter bounds in regions of interest. Empirical evaluations on both synthetic and real-world data demonstrate that the resulting bounds are not only valid but also substantially less conservative than those from existing methods.

Conformal InferenceDistribution-Free BoundsFalse Discovery Proportion

This study investigates the admissibility and complete class problems for false discovery rate (FDR) control procedures within the e-value framework. Drawing on statistical decision theory, it introduces strong and weak dominance relations to establish, for the first time, a theoretical foundation for admissibility in e-value-based multiple testing with FDR control. The main contributions include proving that every step-down procedure is strongly dominated by some weighted average eBH procedure; demonstrating that weighted average eBH procedures without constant terms are admissible at any FDR level; and showing that, under symmetry, this class of procedures forms a complete class, with its members being maximal only when the FDR threshold is sufficiently small—thereby establishing their structural optimality.

admissibilitycomplete classe-values

This work addresses the problem of multiple hypothesis testing for edge distributions across multiple data streams. It proposes a sequential testing procedure that, for the first time, systematically incorporates arbitrary forms of prior information about the configuration of true and false hypotheses—such as known values or lower bounds on the number of active streams under each hypothesis, or mutual exclusivity constraints—while rigorously controlling the familywise error rate. By integrating sequential analysis with a search strategy over minimal alternative hypothesis configurations, the method achieves asymptotic optimality in terms of expected sample size among all valid procedures, without compromising reliability. Theoretical analysis establishes its computational efficiency and asymptotic optimality, and numerical experiments further demonstrate its substantial advantages in both testing efficiency and accuracy.

familywise errorhypothesis configurationmultiple hypotheses

Hot Scholars

HG

Hong Gu

National Institute on Drug Abuse, NIH
functional MRIfunctional connectivitydrug addiction
MV

Marina Vannucci

Noah Harding Professor of Statistics, Rice University
Bayesian StatisticsGraphical ModelsStatistical ComputingVariable Selection
BN

Bernardo Nipoti

University of Milano Bicocca, Italy
Bayesian nonparametricsSurvival analysisSpecies samplingKnot theory
ZS

Zhiqi Shen

Nanyang Technological University
Goal ModelingSoftware AgentsIntelligent AgentsHealth Games
MG

Michele Guindani

Department of Biostatistics, University of California, Los Angeles
Bayesian AnalysisBayesian NonparametricsNeuroimagingImaging Genetics