Skip to content
DraconiticResearch
Search Sources API
203,234 studies31 sourcesUpdated 14 min ago
PreprintCC BY 4.0arXiv

Multiple Testing Of Composite Null Hypotheses With High Dimensional Count Data: A Local False Discovery Rate Approach

Abstract

High throughput sequencing technology is routinely used to generate high dimensional (HD) count data. One objective is to determine which variables are associated with a covariate via the testing of multiple null hypotheses, say Hm:βm = 0 for m = 1, 2, ..., M where each βm is a regression parameter. The standard approach computes a p-value for each null hypothesis and applies some false discovery rate (FDR) method to determine which null hypotheses are rejected, i.e. which variables can be discovered as associated with the covariate. However, even if data are ``well modeled'', this approach tends to provide a misleading list of discoveries in that some ``uninteresting'' negligible associations (βm ≈ 0) are discovered, while other interesting associations are not. This paper formally addresses this issue using Poisson Mixture models and a Local FDR (PMLFDR) procedure for testing of multiple composite null hypotheses Hm:βm∈[−ε,ε]. It is shown that PMLFDR procedures allow for consistently estimable expressions for overdispersion, provide asymptotically optimal FDR control, and are robust with respect to model misspecification. Simulation studies and real data analysis illustrate that PMLFDR procedures perform favorably compared to established procedures in that they a) are flexible enough to model most HD count data regardless of the technology used in generation b) allow for continuous and categorical covariates and c) yield more meaningful discoveries without sacrificing FDR control.

Related

  1. Pooling Sequential Evidence Across Hypotheses: Rate-Optimal Multiple Testing at a Fixed Horizon
    Prasanjit Dubey, Xiaoming Huo
    arXivPreprintarXiv licenceFull textStatisticsarXiv
  2. Finite Sample Bounds for Composite Hypothesis Testing
    Elías Vera-Sigüenza, Amedeo Roberto Esposito
    arXivPreprintCC BY 4.0Full textGeneral mathematicsarXiv
  3. A Model of Multiple Hypothesis Testing
    Davide Viviano, Kaspar Wüthrich, Paul Niehaus
    The Review of Economic StudiesPeer-reviewedLicence not statedFull text32 citedStatisticsOpenAlex
  4. A likelihood-based coefficient for biomedical independence testing: the binomial-cut composite likelihood ratio
    Jing Qin
    arXivPreprintarXiv licenceFull textStatisticsarXiv
  5. Sample-Efficient Multiple Testing with Adaptive Data Collection
    Zhanran Lin, Wanteng Ma, Zhimei Ren +1
    arXivPreprintarXiv licenceFull textStatisticsarXiv
BibTeX
@misc{asare2026multiple,
  title = {{Multiple Testing Of Composite Null Hypotheses With High Dimensional Count Data: A Local False Discovery Rate Approach}},
  author = {Emmanuel Asare and Pratyaydipta Rudra and Joshua Habiger},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.24178},
  eprint = {2610.24178},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.24178},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Multiple Testing Of Composite Null Hypotheses With High Dimensional Count Data: A Local False Discovery Rate Approach
AU  - Emmanuel Asare
AU  - Pratyaydipta Rudra
AU  - Joshua Habiger
PY  - 2026
DA  - 2026/10/16
PB  - arXiv
DO  - 10.48550/arxiv.2610.24178
UR  - https://arxiv.org/abs/2610.24178
AB  - High throughput sequencing technology is routinely used to generate high dimensional (HD) count data. One objective is to determine which variables are associated with a covariate via the testing of multiple null hypotheses, say H_m:β_m = 0 for m = 1, 2, ..., M where each β_m is a regression parameter. The standard approach computes a p-value for each null hypothesis and applies some false discovery rate (FDR) method to determine which null hypotheses are rejected, i.e. which variables can be discovered as associated with the covariate. However, even if data are ``well modeled'', this approach tends to provide a misleading list of discoveries in that some ``uninteresting'' negligible associations (β_m ≈ 0) are discovered, while other interesting associations are not. This paper formally addresses this issue using Poisson Mixture models and a Local FDR (PMLFDR) procedure for testing of multiple composite null hypotheses H_m:β_m∈[−ε,ε]. It is shown that PMLFDR procedures allow for consistently estimable expressions for overdispersion, provide asymptotically optimal FDR control, and are robust with respect to model misspecification. Simulation studies and real data analysis illustrate that PMLFDR procedures perform favorably compared to established procedures in that they a) are flexible enough to model most HD count data regardless of the technology used in generation b) allow for continuous and categorical covariates and c) yield more meaningful discoveries without sacrificing FDR control.
ER  -