Finite Resources False Discovery Rate Control in Structured Hypothesis Spaces
Summary
A new framework is presented for False Discovery Rate (FDR) control in large-scale hypothesis testing, specifically addressing challenges arising from finite null draws, which lead to p-value uncertainty, and the inherent structure within hypothesis spaces. The framework introduces two distinct decision rules: Rule 1, a "Model-Free" approach, guarantees exact FDR control but with lower statistical power. Rule 2, based on "Mirror Statistics," maximizes power by adapting mirror-statistic control into count space, offering FDR control with a quantifiable slack. Utilizing a Reproducing Kernel Hilbert Space (RKHS) framework, the system also provides a policy for the efficient allocation of null distribution samples. Empirical evaluations on 10 ADbench datasets and the AlpacaEval 2.0 LLM-as-judge benchmark demonstrate that both rules effectively maintain FDR control, with Rule 2 consistently achieving higher power. The adaptive allocation policy further enhances decision-making and power per unit of budget.
Key takeaway
For Data Scientists managing large-scale hypothesis testing with limited null samples, this framework offers robust FDR control and improved power. You should consider implementing Rule 2 for higher statistical power, accepting a quantifiable slack, and utilize the adaptive allocation policy to efficiently distribute null sampling budgets, especially in structured hypothesis spaces. This approach can significantly increase actionable discoveries.
Key insights
A framework unifies FDR control for finite-data p-value uncertainty and structured hypothesis spaces, improving power and resource allocation.
Principles
- Finite null draws introduce p-value uncertainty in hypothesis testing.
- Structured hypothesis spaces can be leveraged to boost statistical power.
- Mirror symmetry in count space enables robust FDR control with quantifiable slack.
Method
The framework uses count-based likelihoods and RKHS for structured priors. It offers two decision rules: Rule 1 for exact FDR, Rule 2 for higher power with controlled slack. An adaptive policy allocates null samples.
In practice
- Use count-based likelihoods to handle uncertain p-values from finite null samples.
- Apply RKHS methods to exploit inherent structure in hypothesis spaces.
- Prioritize null sample allocation based on uncertainty and potential impact on decisions.
Topics
- False Discovery Rate
- Structured Hypothesis Spaces
- Reproducing Kernel Hilbert Space
- Adaptive Resource Allocation
- Statistical Power
- Large-Scale Hypothesis Testing
Best for: AI Scientist, Research Scientist, Data Scientist
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Editorial summary, takeaway, and curation by AIssential. Original article published by stat.ML updates on arXiv.org.