A note on e -values and multiple testing

We discover a connection between the Benjamini–Hochberg procedure and the e-Benjamini–Hochberg procedure (Wang & Ramdas, 2022) with a suitably defined set of e-values. This insight extends to Storey’s procedure and generalized versions of the Benjamini–Hochberg procedure and the model-free multi...

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Bibliographic Details
Published in:Biometrika 2025-01, Vol.112 (1)
Main Authors: Li, Guanxun, Zhang, Xianyang
Format: Article
Language:English
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Summary:We discover a connection between the Benjamini–Hochberg procedure and the e-Benjamini–Hochberg procedure (Wang & Ramdas, 2022) with a suitably defined set of e-values. This insight extends to Storey’s procedure and generalized versions of the Benjamini–Hochberg procedure and the model-free multiple testing procedure of Barber & Candés (2015) with a general form of rejection rules. We further summarize these findings in a unified form. These connections open up new possibilities for designing multiple testing procedures in various contexts by aggregating e-values from different procedures or assembling e-values from different data subsets.
ISSN:1464-3510
1464-3510
DOI:10.1093/biomet/asae050