Improving online FDR procedures via online analogs of e-closure and compound e-values
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866915891658096640 |
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| author | Xu, Ziyu Fischer, Lasse Ramdas, Aaditya |
| author_facet | Xu, Ziyu Fischer, Lasse Ramdas, Aaditya |
| contents | In many scientific applications, hypotheses are generated and tested continuously in a stream. We develop a framework for improving online multiple testing procedures with false discovery rate (FDR) control under arbitrary dependence. Our approach is two-fold: we construct methods via the online e-closure principle, as well as a novel formulation of online compound e-values that is defined through donations. This yields strict power improvements over state-of-the-art e-value and p-value procedures while retaining FDR control. We further derive algorithms that compute the decision at time $t$ in $O(\log t)$ time, and we demonstrate improved empirical performance on synthetic and real data. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_24792 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Improving online FDR procedures via online analogs of e-closure and compound e-values Xu, Ziyu Fischer, Lasse Ramdas, Aaditya Methodology Statistics Theory In many scientific applications, hypotheses are generated and tested continuously in a stream. We develop a framework for improving online multiple testing procedures with false discovery rate (FDR) control under arbitrary dependence. Our approach is two-fold: we construct methods via the online e-closure principle, as well as a novel formulation of online compound e-values that is defined through donations. This yields strict power improvements over state-of-the-art e-value and p-value procedures while retaining FDR control. We further derive algorithms that compute the decision at time $t$ in $O(\log t)$ time, and we demonstrate improved empirical performance on synthetic and real data. |
| title | Improving online FDR procedures via online analogs of e-closure and compound e-values |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2603.24792 |