The p-filter : multi-layer FDR control for grouped hypotheses

@inproceedings{Barber2016TheP,
  title={The p-filter : multi-layer FDR control for grouped hypotheses},
  author={Rina Foygel Barber and Aaditya Ramdas},
  year={2016}
}
In many practical applications of multiple testing, there are natural ways to partition the hypotheses into groups using the structural, spatial or temporal relatedness of the hypotheses, and this prior knowledge is not used in the classical Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR). When one can define (possibly several) such partitions, it may be desirable to control the group-FDR simultaneously for all partitions (as special cases, the “finest… CONTINUE READING
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