Ali Shojaei

[ 1 ] - A New Proof of FDR Control Based on Forward Filtration

For multiple testing problems, Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate (FWER). Since then, researchers have provided many proofs to control the FDR under different assumptions. Storey et al. (2004) showed that the rejection threshold of a BH step-up procedure is a stopping time with respect to the reverse filtration g...