New FDR bounds for discrete and heterogeneous tests

Abstract

To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically binomial or Fisher tests). In particular, recent research has been striving for appropriate modifications of the classical Benjamini-Hochberg (BH) step-up procedure that accommodate discreteness and heterogeneity of the data. However, despite an important number of attempts, these procedures did not come with theoretical guarantees. In this paper, we provide new FDR bounds that allow us to fill this gap. More specifically, these bounds make it possible to construct BH-type procedures that incorporate the discrete and heterogeneous structure of the data and provably control the FDR for any fixed number of null hypotheses (under independence). Markedly, our FDR controlling methodology also allows to incorporate the quantity of signal in the data (corresponding therefore to a so-called $\pi_{0}$-adaptive procedure) and to recover some prominent results of the literature. The power advantage of the new methods is demonstrated in a numerical experiment and for some appropriate real data sets.