Asynchronous Online Testing of Multiple Hypotheses

Code

• github.com/tijana-zrnic/async-online-FDR-code
  OfficialIn papernone★ 0
• github.com/dsrobertson/onlineFDR
  none★ 0

Abstract

We consider the problem of asynchronous online testing, aimed at providing control of the false discovery rate (FDR) during a continual stream of data collection and testing, where each test may be a sequential test that can start and stop at arbitrary times. This setting increasingly characterizes real-world applications in science and industry, where teams of researchers across large organizations may conduct tests of hypotheses in a decentralized manner. The overlap in time and space also tends to induce dependencies among test statistics, a challenge for classical methodology, which either assumes (overly optimistically) independence or (overly pessimistically) arbitrary dependence between test statistics. We present a general framework that addresses both of these issues via a unified computational abstraction that we refer to as "conflict sets." We show how this framework yields algorithms with formal FDR guarantees under a more intermediate, local notion of dependence. We illustrate our algorithms in simulations by comparing to existing algorithms for online FDR control.

Reproductions