A powerful procedure that controls the false discovery rate with directional information

TL;DR

This paper introduces a new statistical method called the signed-knockoff procedure that leverages directional information in genetic testing to better control the false discovery rate, improving power in finite samples.

Contribution

The paper presents a novel signed-knockoff procedure that incorporates directional information into FDR control, which is an advancement over traditional p-value based methods.

Findings

The signed-knockoff procedure effectively controls FDR in finite samples.

Simulation studies show increased power compared to existing methods.

Real data applications demonstrate practical utility.

Abstract

In many multiple testing applications in genetics, the signs of test statistics provide useful directional information, such as whether genes are potentially up- or down-regulated between two experimental conditions. However, most existing procedures that control the false discovery rate (FDR) are $p$-value based and ignore such directional information. We introduce a novel procedure, the signed-knockoff procedure, to utilize the directional information and control the FDR in finite samples. We demonstrate the power advantage of our procedure through simulation studies and two real applications.