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math.ST2026
Sharp Asymptotic Minimaxity of the Gavrilov-Benjamini-Sarkar Step-Down Testing Procedure in Sparse Gaussian Sequence Models
Prasenjit Ghosh
False discovery rate control does not by itself guarantee optimal recovery of sparse signals: a procedure may make few false discoveries while missing an unnecessarily large fracti…
math.ST2026
Asymptotic Bayes Optimality Under Sparsity of the Gavrilov-Benjamini-Sarkar Step-Down Testing Procedure
Prasenjit Ghosh, Arijit Chakrabarti
In this article, we investigate the asymptotic Bayes optimality under sparsity (ABOS) of the Gavrilov-Benjamini-Sarkar (GBS) step-down multiple testing procedure (Gavrilov et al.,…
math.ST2026
Admissibility of Adaptive Monotone Step-Down Multiple Testing Procedures Under Arbitrary Covariance Dependence
Prasenjit Ghosh, Arijit Chakrabarti
In this paper, we consider the problem of simultaneous testing of multivariate normal means under arbitrary covariance dependence. Specifically, let $\boldsymbol{X}\sim N_n(\boldsy…