On the performance of FDR control: constraints and a partial solution
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Abstract: 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 random effects model, we show that, in general, unlike the FDR, the positive FDR (pFDR) of the BH procedure cannot be controlled at an arbitrarily low level due to the limited evidence provided by the observations to separate false and true nulls. This results in a criticality phenomenon, which is characterized by a transition of the procedure's power from being positive to asymptotically 0 without any reduction in the pFDR, once the target FDR control level is below a positive critical value. To address the constraints on the power and pFDR control imposed by the criticality phenomenon, we propose a procedure which applies BH-type procedures at multiple locations in the domain of -values. Both analysis and simulations show that the proposed procedure can attain substantially improved power and pFDR control.
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- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
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Cited in
(20)- On false discovery rate thresholding for classification under sparsity
- Powerful multiple testing of paired null hypotheses using a latent graph model
- Robust high-dimensional tuning free multiple testing
- A scoring criterion for rejection of clustered \(p\)-values
- Some optimality properties of FDR controlling rules under sparsity
- Data Volume and Power of Multiple Tests with Small Sample Size Per Null
- A double application of the Benjamini-Hochberg procedure for testing batched hypotheses
- Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
- Simultaneous critical values for \(t\)-tests in very high dimensions
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- False discovery rate control with multivariate \(p\)-values
- Asymptotic properties of false discovery rate controlling procedures under independence
- Farmtest: factor-adjusted robust multiple testing with approximate false discovery control
- FDR- and FWE-controlling methods using data-driven weights
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