Filtering the rejection set while preserving false discovery rate control

Abstract: Scientific hypotheses in a variety of applications have domain-specific structures, such as the tree structure of the International Classification of Diseases (ICD), the directed acyclic graph structure of the Gene Ontology (GO), or the spatial structure in genome-wide association studies. In the context of multiple testing, the resulting relationships among hypotheses can create redundancies among rejections that hinder interpretability. This leads to the practice of filtering rejection sets obtained from multiple testing procedures, which may in turn invalidate their inferential guarantees. We propose Focused BH, a simple, flexible, and principled methodology to adjust for the application of any pre-specified filter. We prove that Focused BH controls the false discovery rate under various conditions, including when the filter satisfies an intuitive monotonicity property and the p-values are positively dependent. We demonstrate in simulations that Focused BH performs well across a variety of settings, and illustrate this method's practical utility via analyses of real datasets based on ICD and GO.