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On strongly coherent confidence envelopes for the false discoveries
arXiv stat.TH0 views
arXiv:2610.22601v1 Announce Type: new Abstract: Coherence is a long term notion in the literature of multiple testing. From FWER control multiple testing theory to confidence envelopes on the number of false positives, coherence is a desirable property for multiple testing procedures. However, we show in this article that coherence is not a sufficient property to ensure that a multiple testing procedure is nonimprovable via an interpolation mechanism. We introduce a new no- tion, the notion of strong coherence, which is a stronger property than coherence and ensures that a multiple testing procedure is nonimprovable via the interpolation mech- anisms considered in the literature. Finally, we provide a uniform improvement of the confidence envelope from Durand et al. (2020) that is computable in polynomial time and demonstrate the improvement on simulated data.
Source:https://arxiv.org/abs/2610.22601PreviousKwai Summary Attention V2 Technical ReportNextWatanabe's Learning Coefficients in Item Response Theory
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