Online multiple testing with e-values

Z Xu, A Ramdas - International Conference on Artificial …, 2024 - proceedings.mlr.press
A scientist tests a continuous stream of hypotheses over time in the course of her
investigation—she does not test a predetermined, fixed number of hypotheses. The scientist …

Online error rate control for platform trials

DS Robertson, JMS Wason, F König… - Statistics in …, 2023 - Wiley Online Library
Platform trials evaluate multiple experimental treatments under a single master protocol,
where new treatment arms are added to the trial over time. Given the multiple treatment …

The online closure principle

L Fischer, M Bofill Roig, W Brannath - The Annals of Statistics, 2024 - projecteuclid.org
The closure principle is fundamental in multiple testing and has been used to derive many
efficient procedures with familywise error rate control. However, it is often unsuitable for …

Online closed testing with e-values

L Fischer, A Ramdas - arXiv preprint arXiv:2407.15733, 2024 - arxiv.org
In contemporary research, data scientists often test an infinite sequence of hypotheses $
H_1, H_2,\ldots $ one by one, and are required to make real-time decisions without knowing …

An Adaptive-Discard-Graph for online error control

L Fischer, M Bofill Roig, W Brannath - arXiv e-prints, 2023 - ui.adsabs.harvard.edu
In recent years, graphical multiple testing procedures have gained popularity due to their
generality and ease of interpretation. In contemporary research, online error control is often …

An exhaustive ADDIS principle for online FWER control

L Fischer, MB Roig, W Brannath - Biometrical Journal, 2024 - Wiley Online Library
In this paper, we consider online multiple testing with familywise error rate (FWER) control,
where the probability of committing at least one type I error will remain under control while …

Online Local False Discovery Rate Control: A Resource Allocation Approach

R Ao, H Chen, D Simchi-Levi, F Zhu - arXiv preprint arXiv:2402.11425, 2024 - arxiv.org
We consider the problem of online local false discovery rate (FDR) control where multiple
tests are conducted sequentially, with the goal of maximizing the total expected number of …

False discovery proportion envelopes with m-consistency

M Iqraa, B Gilles, R Etienne - Journal of Machine Learning Research, 2024 - jmlr.org
We provide new nonasymptotic false discovery proportion (FDP) confidence envelopes in
several multiple testing settings relevant for modern high dimensional-data methods. We …

Cost-aware Generalized -investing for Multiple Hypothesis Testing

T Cook, HV Dubey, JA Lee, G Zhu, T Zhao… - arXiv preprint arXiv …, 2022 - arxiv.org
We consider the problem of sequential multiple hypothesis testing with nontrivial data
collection cost. This problem appears, for example, when conducting biological experiments …

Asymptotic Online FWER Control for Dependent Test Statistics

V Jankovic, L Fischer, W Brannath - arXiv preprint arXiv:2401.09559, 2024 - arxiv.org
In online multiple testing, an a priori unknown number of hypotheses are tested sequentially,
ie at each time point a test decision for the current hypothesis has to be made using only the …