An exhaustive ADDIS principle for online FWER control

dc.contributor
Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa
dc.contributor
Universitat Politècnica de Catalunya. GRBIO - Grup de Recerca en Bioestadística i Bioinformàtica
dc.contributor.author
Fischer, Lasse
dc.contributor.author
Bofill Roig, Marta
dc.contributor.author
Brannath, Werner
dc.date.issued
2024-04
dc.identifier
Fischer, L.; Bofill, M.; Brannath, W. An exhaustive ADDIS principle for online FWER control. "Biometrical journal", Abril 2024, vol. 66, núm. 3, article 2300237.
dc.identifier
0323-3847
dc.identifier
https://hdl.handle.net/2117/415509
dc.identifier
10.1002/bimj.202300237
dc.description.abstract
In this paper, we consider online multiple testing with familywise error rate (FWER) control, where the probability of committing at least one type I error will remain under control while testing a possibly infinite sequence of hypotheses over time. Currently, adaptive-discard (ADDIS) procedures seem to be the most promising online procedures with FWER control in terms of power. Now, our main contribution is a uniform improvement of the ADDIS principle and thus of all ADDIS procedures. This means, the methods we propose reject as least as much hypotheses as ADDIS procedures and in some cases even more, while maintaining FWER control. In addition, we show that there is no other FWER controlling procedure that enlarges the event of rejecting any hypothesis. Finally, we apply the new principle to derive uniform improvements of the ADDIS-Spending and ADDIS-Graph.
dc.description.abstract
Peer Reviewed
dc.description.abstract
Postprint (published version)
dc.format
application/pdf
dc.language
eng
dc.relation
https://onlinelibrary.wiley.com/doi/10.1002/bimj.202300237
dc.rights
http://creativecommons.org/licenses/by/4.0/
dc.rights
Open Access
dc.rights
Attribution 4.0 International
dc.subject
Àrees temàtiques de la UPC::Economia i organització d'empreses
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Adaptivity
dc.subject
Discarding
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Familywise error rate
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Online multiple testing
dc.title
An exhaustive ADDIS principle for online FWER control
dc.type
Article


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