{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/multiple-testing-in-generalized-universal","title":"Multiple Testing in Generalized Universal Inference","arxiv_id":"2412.01008","date":"2024-12-01","proceeding":null,"authors":["Neil Dey","Ryan Martin","Jonathan P. Williams"],"abstract":"Compared to p-values, e-values provably guarantee safe, valid inference. If the goal is to test multiple hypotheses simultaneously, one can construct e-values for each individual test and then use the recently developed e-BH procedure to properly correct for multiplicity. Standard e-value constructions, however, require distributional assumptions that may not be justifiable. This paper demonstrates that the generalized universal inference framework can be used along with the e-BH procedure to control frequentist error rates in multiple testing when the quantities of interest are minimizers of risk functions, thereby avoiding the need for distributional assumptions. We demonstrate the validity and power of this approach via a simulation study, testing the significance of a predictor in quantile regression.","url_abs":"https://arxiv.org/abs/2412.01008v1","url_pdf":"https://arxiv.org/pdf/2412.01008v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"multiple-testing-in-generalized-universal","repo_url":"https://github.com/neil-dey/gue-multiple-testing","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}