Bringing closure to FDR control: beating the e-Benjamini-Hochberg procedure
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arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866909767768735744 |
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| author | Xu, Ziyu Fischer, Lasse Ramdas, Aaditya |
| author_facet | Xu, Ziyu Fischer, Lasse Ramdas, Aaditya |
| contents | False discovery rate (FDR) has been a key metric for error control in multiple hypothesis testing, and many methods have developed for FDR control across a diverse cross-section of settings and applications. We develop a closure principle for all FDR controlling procedures, i.e., we provide a characterization based on e-values for all admissible FDR controlling procedures. A general version of this closure principle can recover any multiple testing error metric and allows one to choose the error metric post-hoc. We leverage this idea to formulate the closed eBH procedure, a (usually strict) improvement over the eBH procedure for FDR control when provided with e-values. This also yields a closed BY procedure that dominates the Benjamini-Yekutieli (BY) procedure for FDR control with arbitrarily dependent p-values, thus proving that the latter is inadmissibile. We demonstrate the practical performance of our new procedures in simulations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_11759 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Bringing closure to FDR control: beating the e-Benjamini-Hochberg procedure Xu, Ziyu Fischer, Lasse Ramdas, Aaditya Methodology Statistics Theory False discovery rate (FDR) has been a key metric for error control in multiple hypothesis testing, and many methods have developed for FDR control across a diverse cross-section of settings and applications. We develop a closure principle for all FDR controlling procedures, i.e., we provide a characterization based on e-values for all admissible FDR controlling procedures. A general version of this closure principle can recover any multiple testing error metric and allows one to choose the error metric post-hoc. We leverage this idea to formulate the closed eBH procedure, a (usually strict) improvement over the eBH procedure for FDR control when provided with e-values. This also yields a closed BY procedure that dominates the Benjamini-Yekutieli (BY) procedure for FDR control with arbitrarily dependent p-values, thus proving that the latter is inadmissibile. We demonstrate the practical performance of our new procedures in simulations. |
| title | Bringing closure to FDR control: beating the e-Benjamini-Hochberg procedure |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2504.11759 |