arXiv subjects

Jelle Goeman

Publications and source records attributed to Jelle Goeman.

18 recordsLinked to original sources

arXiv2026

A Uniform Improvement of the Benjamini-Hochberg Procedure via e-Closure

This paper presents closed BH, a uniform improvement of the False Discovery Rate controlling method of Benjamini and Hochberg (BH). Closed BH is valid under the same assumption of Positive Regression Dependency on a Subset (PRDS) as BH, but also under an alternative and weaker minimal sufficient condition. As a uniform improvement, closed BH never rejects fewer hypotheses than BH, but it may reject quite a few more. An increase in power is observed especially when the number of false null hypotheses is large. The novel method is constructed using the e-Closure principle, a recently derived general principle for multiple testing. The method is implemented in the eClosure package in R.

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arXiv2025

Multivariate longitudinal modeling of cross-sectional and lagged associations between a continuous time-varying endogenous covariate and a non-Gaussian outcome

In longitudinal studies, time-varying covariates are often endogenous, meaning their values depend on both their own history and that of the outcome variable. This violates key assumptions of Generalized Linear Mixed Effects Models (GLMMs), leading to biased and inconsistent estimates. Additionally, missing data and non-concurrent measurements between covariates and outcomes further complicate analysis, especially in rare or degenerative diseases where data is limited. To address these challenges, we propose an alternative use of two well-known multivariate models, each assuming a different form of the association. One induces the association by jointly modeling the random effects, called Joint Mixed Model (JMM); the other quantifies the association using a scaling factor, called Joint Scaled Model (JSM). We extend these models to accommodate continuous endogenous covariates and a wide range of longitudinal outcome types. A limitation in both cases is that the interpretation of the association is neither straightforward nor easy to communicate to scientists. Hence, we have numerically derived an association coefficient that measures the marginal relation between the outcome and the endogenous covariate. The proposed method provides interpretable, population-level estimates of cross-sectional associations (capturing relationships between covariates and outcomes measured at the same time point) and lagged associations (quantifying how past covariate values influence future outcomes), enabling clearer clinical insights. We fitted the JMM and JSM using a flexible Bayesian estimation approach, known as Integrated Nested Laplace Approximation (INLA), to overcome computation burden problems. These models will be presented along with the results of a simulation study and a natural history study on patients with Duchenne Muscular Dystrophy.

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arXiv2025

Bringing Closure to False Discovery Rate Control: A General Principle for Multiple Testing

We present a novel necessary and sufficient principle for multiple testing methods controlling an expected loss. This principle asserts that every such multiple testing method is a special case of a general closed testing procedure based on e-values. It generalizes the Closure Principle, known to underlie all methods controlling familywise error and tail probabilities of false discovery proportions, to a large class of error rates -- in particular to the false discovery rate (FDR). By writing existing methods as special cases of this procedure, we can achieve uniform improvements, as we demonstrate for the e-Benjamini-Hochberg and the Benjamini-Yekutieli procedures, and the self-consistent method of Su (2018). We also show that methods derived using our novel e-Closure Principle generally control their error rate not just for one rejected set, but simultaneously over many, allowing post hoc flexibility for the researcher. Moreover, because all multiple testing methods for the expected loss error metrics covered by our framework are derived from the same procedure, researchers may even choose the error metric post hoc. Under certain conditions, this flexibility even extends to post hoc choice of the nominal error rate.

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arXiv2025

The e-Partitioning Principle of False Discovery Rate Control

We present a novel necessary and sufficient principle for False Discovery Rate (FDR) control. This e-Partitioning Principle says that a procedure controls FDR if and only if it is a special case of a general e-Partitioning procedure. By writing existing methods as special cases of this procedure, we can achieve uniform improvements of these methods, and we show this in particular for the eBH, BY and Su methods. We also show that methods developed using the $e$-Partitioning Principle have several valuable properties. They generally control FDR not just for one rejected set, but simultaneously over many, allowing post hoc flexibility for the researcher in the final choice of the rejected hypotheses. Under some conditions, they also allow for post hoc adjustment of the error rate, choosing the FDR level $\alpha$ post hoc, or switching to familywise error control after seeing the data. In addition, e-Partitioning allows FDR control methods to exploit logical relationships between hypotheses to gain power.

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arXiv2024

Robust Inference for Generalized Linear Mixed Models: An Approach Based on Score Sign Flipping

Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To address these challenges, we propose a robust extension of the score-based statistical test using sign-flipping transformations. Our approach efficiently handles within-variance structure and heteroscedasticity, ensuring accurate regression coefficient testing. The approach is illustrated by analyzing the reduction of health issues over time for newly adopted children. The model is characterized by a binomial response with unbalanced frequencies and several categorical and continuous predictors. The proposed approach efficiently deals with critical problems related to longitudinal nonlinear models, surpassing common statistical approaches such as generalized estimating equations and generalized linear mixed models.

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arXiv2023

Selective inference for fMRI cluster-wise analysis, issues, and recommendations for critical vector selection: A comment on Blain et al

Two permutation-based methods for simultaneous inference on the proportion of active voxels in cluster-wise brain imaging analysis have recently been published: Notip (Blain et al. 2022) and pARI (Andreella et al. 2023). Both rely on the definition of a critical vector of ordered p-values, chosen from a family of candidate vectors, but differ in how the family is defined: computed from randomization of external data for Notip and determined a priori for pARI. These procedures were compared to other proposals in the literature, but an extensive comparison between the two methods is missing due to their parallel publication. We provide such a comparison and find that pARI outperforms Notip if both methods are applied under their recommended settings. However, each method carries different advantages and drawbacks.

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arXiv2022

On Selecting and Conditioning in Multiple Testing and Selective Inference

We investigate a class of methods for selective inference that condition on a selection event. Such methods follow a two-stage process. First, a data-driven (sub)collection of hypotheses is chosen from some large universe of hypotheses. Subsequently, inference takes place within this data-driven collection, conditioned on the information that was used for the selection. Examples of such methods include basic data splitting, as well as modern data carving methods and post-selection inference methods for lasso coefficients based on the polyhedral lemma. In this paper, we adopt a holistic view on such methods, considering the selection, conditioning, and final error control steps together as a single method. From this perspective, we demonstrate that multiple testing methods defined directly on the full universe of hypotheses are always at least as powerful as selective inference methods based on selection and conditioning. This result holds true even when the universe is potentially infinite and only implicitly defined, such as in the case of data splitting. We provide a comprehensive theoretical framework, along with insights, and delve into several case studies to illustrate instances where a shift to a non-selective or unconditional perspective can yield a power gain.

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arXiv2021

Large-scale simultaneous inference under dependence

Simultaneous inference allows for the exploration of data while deciding on criteria for proclaiming discoveries. It was recently proved that all admissible post-hoc inference methods for true discoveries must employ closed testing. In this paper, we investigate efficient closed testing with local tests of a special form: thresholding a function of sums of test scores for the individual hypotheses. Under this special design, we propose a new statistic that quantifies the cost of multiplicity adjustments, and we develop fast (mostly linear-time) algorithms for post-hoc inference. Paired with recent advances in global null tests based on generalized means, our work instantiates a series of simultaneous inference methods that can handle many dependence structures and signal compositions. We provide guidance on the method choices via theoretical investigation of the conservativeness and sensitivity for different local tests, as well as simulations that find analogous behavior for local tests and full closed testing.

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arXiv2020

Permutation-based true discovery proportions for functional Magnetic Resonance Imaging cluster analysis

We propose a permutation-based method for testing a large collection of hypotheses simultaneously. Our method provides lower bounds for the number of true discoveries in any selected subset of hypotheses. These bounds are simultaneously valid with high confidence. The methodology is particularly useful in functional Magnetic Resonance Imaging cluster analysis, where it provides a confidence statement on the percentage of truly activated voxels within clusters of voxels, avoiding the well-known spatial specificity paradox. We offer a user-friendly tool to estimate the percentage of true discoveries for each cluster while controlling the family-wise error rate for multiple testing and taking into account that the cluster was chosen in a data-driven way. The method adapts to the spatial correlation structure that characterizes functional Magnetic Resonance Imaging data, gaining power over parametric approaches.

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arXiv2020

Comparing three groups

We revisit simple and powerful methods for multiple pairwise comparisons that can be used in designs with three groups. We argue that the proper choice of method should be determined by the assessment which of the comparisons are considered primary and which are secondary, as determined by subject-matter considerations. We review four different methods that are simple to use with any standard software, but are substantially more powerful than frequently-used methods such as an ANOVA test followed by Tukey's method.

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arXiv2020

Maximum likelihood estimation in the additive hazards model

The additive hazards model specifies the effect of covariates on the hazard in an additive way, in contrast to the popular Cox model, in which it is multiplicative. As non-parametric model, it offers a very flexible way of modeling time-varying covariate effects. It is most commonly estimated by ordinary least squares. In this paper we consider the case where covariates are bounded, and derive the maximum likelihood estimator under the constraint that the hazard is non-negative for all covariate values in their domain. We describe an efficient algorithm to find the maximum likelihood estimator. The method is contrasted with the ordinary least squares approach in a simulation study, and the method is illustrated on a realistic data set.

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arXiv2020

Pathway Testing in Metabolomics with Globaltest, Allowing Post Hoc Choice of Pathways

The Globaltest is a powerful test for the global null hypothesis that there is no association between a group of features and a response of interest, which is popular in pathway testing in metabolomics. Evaluating multiple pathways, however, requires multiple testing correction. In this paper, we propose a multiple testing method, based on closed testing, specifically designed for the Globaltest. The proposed method controls the family-wise error rate simultaneously over all possible feature sets, and therefore allows post hoc inference, i.e. the researcher may choose the pathway database after seeing the data without jeopardizing error control. To circumvent the exponential computation time of closed testing, we derive a novel shortcut that allows exact closed testing to be performed on the scale of metabolomics data. An R package ctgt is available on CRAN. We illustrate the shortcut on several metabolomics data examples.

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arXiv2019

Only Closed Testing Procedures are Admissible for Controlling False Discovery Proportions

We consider the class of all multiple testing methods controlling tail probabilities of the false discovery proportion, either for one random set or simultaneously for many such sets. This class encompasses methods controlling familywise error rate, generalized familywise error rate, false discovery exceedance, joint error rate, simultaneous control of all false discovery proportions, and others, as well as seemingly unrelated methods such as gene set testing in genomics and cluster inference methods in neuroimaging. We show that all such methods are either equivalent to a closed testing method, or are uniformly improved by one. Moreover, we show that a closed testing method is admissible as a method controlling tail probabilities of false discovery proportions if and only if all its local tests are admissible. This implies that, when designing such methods, it is sufficient to restrict attention to closed testing methods only. We demonstrate the practical usefulness of this design principle by constructing a uniform improvement of a recently proposed method.

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arXiv2017

Gaining power in multiple testing of interval hypotheses via conditionalization

In this paper we introduce a novel procedure for improving multiple testing procedures (MTPs) under scenarios when the null hypothesis $p$-values tend to be stochastically larger than standard uniform (referred to as 'inflated'). An important class of problems for which this occurs are tests of interval hypotheses. The new procedure starts with a set of $p$-values and discards those with values above a certain pre-selected threshold while the rest are corrected (scaled-up) by the value of the threshold. Subsequently, a chosen family-wise error rate (FWER) or false discovery rate (FDR) MTP is applied to the set of corrected $p$-values only. We prove the general validity of this procedure under independence of $p$-values, and for the special case of the Bonferroni method we formulate several sufficient conditions for the control of the FWER. It is demonstrated that this 'filtering' of $p$-values can yield considerable gains of power under scenarios with inflated null hypotheses $p$-values.

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arXiv2017

A shortcut for Hommel's procedure in linearithmic time

Hommel's and Hochberg's procedures for familywise error control are both derived as shortcuts in a closed testing procedure with the Simes local test. Hommel's shortcut is exact but takes quadratic time in the number of hypotheses. Hochberg's shortcut takes only linearithmic time, but is conservative. In this paper we present an exact shortcut in linearithmic time, combining the strengths of both procedures. The novel shortcut also applies to a robust variant of Hommel's procedure that does not require the assumption of the Simes inequality.

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arXiv2016

Simultaneous Control of All False Discovery Proportions in Large-Scale Multiple Hypothesis Testing

Closed testing procedures are classically used for familywise error rate (FWER) control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion (FDP) in all subsets of the hypotheses. In this paper we investigate the special case of closed testing with Simes local tests. We construct a novel fast and exact shortcut which we use to investigate the power of this method when the number of hypotheses goes to infinity. We show that, if a minimal amount of signal is present, the average power to detect false hypotheses at any desired FDP level does not vanish. Additionally, we show that the confidence bounds for FDP are consistent estimators for the true FDP for every non-vanishing subset. For the case of a finite number of hypotheses, we show connections between Simes-based closed testing and the procedure of Benjamini and Hochberg.

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arXiv2015

Analysing multiple types of molecular profiles simultaneously: connecting the needles in the haystack

It has been shown that a random-effects framework can be used to test the association between a gene's expression level and the number of DNA copies of a set of genes. This gene-set modelling framework was later applied to find associations between mRNA expression and microRNA expression, by defining the gene sets using target prediction information. Here, we extend the model introduced by Menezes et al (2009) to consider the effect of not just copy number, but also of other molecular profiles such as methylation changes and loss-of-heterozigosity (LOH), on gene expression levels. We will consider again sets of measurements, to improve robustness of results and increase the power to find associations. Our approach can be used genome-wide to find associations, yields a test to help separate true associations from noise and can include confounders. We apply our method to colon and to breast cancer samples, for which genome-wide copy number, methylation and gene expression profiles are available. Our findings include interesting gene expression-regulating mechanisms, which may involve only one of copy number or methylation, or both for the same samples. We even are able to find effects due to different molecular mechanisms in different samples. Our method can equally well be applied to cases where other types of molecular (high-dimensional) data are collected, such as LOH, SNP genotype and microRNA expression data. Computationally efficient, it represents a flexible and powerful tool to study associations between high-dimensional datasets. The method is freely available via the SIM BioConductor package.

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arXiv2014

Exact testing with random permutations

When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods based on random permutations tend to be seen as approximate. There exists a very limited amount of literature on exact testing with random permutations and only recently a thorough proof of exactness was given. In this paper we provide an alternative proof, viewing the test as a "conditional Monte Carlo test" as it has been called in the literature. We also provide extensions of the result. Importantly, our results can be used to prove properties of various multiple testing procedures based on random permutations.

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