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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Leveraging the group structure of hypotheses for more pow...
Marina Bogomolov, Shinjini Nandi · 2025-09-19 · via math.ST updates on arXiv.org

Modern biological studies often involve testing many hypotheses organized in a group or a hierarchical structure, such as a directed acyclic graph (DAG). In these studies, researchers often wish to control the false discovery rate (FDR) after filtering the discoveries to obtain interpretable results. For addressing this goal, Katsevich, Sabatti, and Bogomolov (2023, Journal of the American Statistical Association, 118(541), 165-176) developed a general method, Focused BH, that guarantees FDR control for the filtered rejection set for a pre-specified filter, under certain assumptions. We propose improving the power of Focused BH by adapting it to group or hierarchical structures of hypotheses using data-dependent weights. The general method incorporating such weights is referred to as Weighted Focused BH (WFBH). For DAG-structured hypotheses, we propose a variant of WFBH, which can gain power by being adaptive to the DAG structure, and by exploiting the logical relationships among the hypotheses. We prove that WFBH with weights that were proposed to adapt the Benjamini-Hochberg procedure to different group structures, as well as its proposed variant for testing DAG-structured hypotheses, control the post-filtering FDR under certain assumptions. Through simulations, we demonstrate that the latter variant is robust to deviations from these assumptions and can be considerably more powerful than comparable methods. Finally, we elucidate its practical use by applying it to real datasets from microbiome and gene expression studies.