τ -censored weighted Benjamini–Hochberg procedures under independence
独立性下的 τ 截断加权 Benjamini–Hochberg 程序
Abstract In the field of multiple hypothesis testing, auxiliary information can be leveraged to enhance the efficiency of test procedures. A common way to make use of auxiliary information is by weighting p-values. However, when the weights are learned from data, controlling the finite-sample false discovery rate becomes challenging, and most existing weighted procedures only guarantee false discovery rate control in an asymptotic limit. In a recent study conducted by…