2022
DOI: 10.1214/22-ejs2050
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Semi-supervised multiple testing

Abstract: An important limitation of standard multiple testing procedures is that the null distribution should be known. Here, we consider a null distribution-free approach for multiple testing in the following semisupervised setting: the user does not know the null distribution, but has at hand a sample drawn from this null distribution. In practical situations, this null training sample (NTS) can come from previous experiments, from a part of the data under test, from specific simulations, or from a sampling process. … Show more

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Cited by 9 publications
(8 citation statements)
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“…Remark 9. A similar martingale argument was developed by Mary and Roquain [41] to prove that the BH procedure (λ = 1) applied to the RANC p-values controls the FDR. A main distinction is that they require partial exchangeability of the test statistics (condition (ii) in Theorem 3.1), which is weaker than the independence condition (b) in Theorem 4.1 but does not allow the case of uniformly stochastic dominance in condition (a).…”
Section: The Empirical Process Perspectivementioning
confidence: 91%
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“…Remark 9. A similar martingale argument was developed by Mary and Roquain [41] to prove that the BH procedure (λ = 1) applied to the RANC p-values controls the FDR. A main distinction is that they require partial exchangeability of the test statistics (condition (ii) in Theorem 3.1), which is weaker than the independence condition (b) in Theorem 4.1 but does not allow the case of uniformly stochastic dominance in condition (a).…”
Section: The Empirical Process Perspectivementioning
confidence: 91%
“…Specifically, our first method (RANC p-value) is the same as the conformal p-values to test for outliers proposed by Bates et al [3]. Our second method (empirical estimation of FDR) is essentially the same as the so-called "semi-supervised" multiple testing proposed by Mary and Roquain [41], and is closely related to the analysis of knockoff filters in Weinstein, Barber, and Candes [63]; they are all essentially derived from the martingale argument in Storey, Taylor, and Siegmund [56]. Our third method (estimator of local-FDR) is closely related to the method in Soloff, Xiang, and Fithian [53] which assumes a known null distribution.…”
Section: Overview Of the Proposed Methodsmentioning
confidence: 99%
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