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Student Seminar in Statistics: Multiple Testing for Modern Data Science
Last Updated: 2026-02-05 15:35:15
Abstract
The course encompasses a review of approaches to multiple testing.
Objective
The students understand the relevance of multiple testing in modern applications. Further, they learn about two commonly used measures -- namely family-wise-error-rate (FWER) and false discovery rate (FDR) -- and approaches to control for them.
Content
In modern statistical applications it is often desired to perform thousands of statistical tests simultaneously. Performing a test at a desired level (e.g. 0.05) for each variable separately will result in many false positives. In science this is known as the ‘reproducibility crisis’. In this seminar we will review and discuss approaches to deal with this issue. First, we will consider the strong notion of FWER and how to control it via Bonferroni correction, permutation tests, step-up and hierarchical procedures or Tukey’s higher criticism. In the second part of the seminar we will investigate the less conservative FDR, discussing the classical Benjamini-Hochberg procedure, as well as more modern methods such as Knockoffs and Bayesian approaches. Throughout, we highlight the utility of discussed methods for real world applications.
Resources
Literature
Lecture 1: Bonferroni and Simes https://www.jstor.org/stable/4615733 Link Lecture 2: Permutation tests https://projecteuclid.org/download/pdf_1/euclid.ss/1056397487 https://arxiv.org/pdf/1106.2068.pdf Lecture 3: Hierarchical testing https://www.jstor.org/stable/27640041?seq=8#metadata_info_tab_contents https://stat.ethz.ch/~nicolai/hierarchical.pdf https://onlinelibrary.wiley.com/doi/epdf/10.1002/sim.3495 Lecture 4: Higher criticism Methodology: https://arxiv.org/pdf/1410.4743.pdf and for theoretical reference https://arxiv.org/pdf/math/0410072.pdf Application: https://ieeexplore.ieee.org/document/8192593 and for more reference https://hea-www.harvard.edu/astrostat/Stat310_fMMV/jjs_20051011.pdf Lecture 5: Benjamini-Hochberg (BH) with martingales https://www.jstor.org/stable/2346101?seq=1#metadata_info_tab_contents , https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9868.2004.00439.x Lecture 6: FDR control under dependence https://projecteuclid.org/euclid.aos/1013699998 http://www.jmlr.org/papers/volume10/blanchard09a/blanchard09a.pdf Lecture 7: Empirical null distribution http://statweb.stanford.edu/~tibs/ftp/bradfdr.pdf https://arxiv.org/pdf/1912.03109.pdf Lecture 8: Bayes FDR methods https://projecteuclid.org/download/pdf_1/euclid.aos/1074290335 https://arxiv.org/abs/1808.09748 Lecture 9: SLOPE https://projecteuclid.org/euclid.aos/1151418235 https://arxiv.org/abs/1407.3824 Lecture 10: Knockoffs https://projecteuclid.org/euclid.aos/1438606853 https://www.biorxiv.org/content/10.1101/631390v3 Lecture 11: Generalization of FWER and connections to FDR https://arxiv.org/pdf/math/0507420.pdf http://www.people.vcu.edu/~mreimers/HTDA/Korn%20-%20Controlling%20FDR.pdf Lecture 12: Exploratory testing https://arxiv.org/pdf/1208.2841.pdf https://arxiv.org/abs/1803.06790
General Information
- Language
- English
- Levels
- BSC , MSC
- Frequency
- Semesterly recurring
Examination
- Type
- ungraded semester performance
Registration & Places
- Signup Start
- 01.08.2020
- Signup End
- 11.09.2020
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| seminar | Student Seminar in Statistics: Multiple Testing for Modern Data Science |
|
2 h weekly |
Offered In
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Seminars (This semester, many seminars have a waiting list with special selection procedure. If no other criteria apply, a definitive registration will be granted first of all to students who haven't got another seminar registration. Here is the best procedure for dealing with two waiting lists: first choose your preferred seminar and afterwards choose an alternative seminar.)
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Seminars (This semester, many seminars have a waiting list with special selection procedure. If no other criteria apply, a definitive registration will be granted first of all to students who haven't got another seminar registration. Here is the best procedure for dealing with two waiting lists: first choose your preferred seminar and afterwards choose an alternative seminar.)
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Statistics Master (The following courses belong to the curriculum of the Master's Programme in Statistics. The corresponding credits do not count as external credits even for course units where an enrolment at ETH Zurich is not possible.)
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