Equality of the Gaussian worst-case FDR and Simes error bounds
Equality of the Gaussian worst-case FDR and Simes error bounds
Let be the class of Gaussian-dependent vectors of p-values, and let be the Simes p-value. Define
For the Benjamini–Hochberg procedure at level , let be the maximum false discovery rate over the possible numbers of true null hypotheses and Gaussian-dependent p-value vectors. Gaussian FDR–Simes equality.
for all and . The equality would identify the worst-case Gaussian FDR with the worst-case Gaussian Simes-test error probability. The paper explicitly says that it remains unclear whether these quantities are equal, so the claim is open.
Sources & referencesView supporting material
Primary source
Ziyu Chi, Aaditya Ramdas and Ruodu Wang, “Multiple testing under negative dependence”, arXiv:2212.09706 (2024).
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