Testing for Replicated Signals Across Multiple Studies with Side Information

Abstract: Partial conjunction (PC) $p$-values and side information provided by covariates can be used to detect signals that replicate across multiple studies investigating the same set of features, all while controlling the false discovery rate (FDR). However, when many features are present, the extent of multiplicity correction required for FDR control, along with the inherently limited power of PC $p$-values$\unicode{x2013}$especially when replication across all studies is demanded$\unicode{x2013}$often inhibits the number of discoveries made. To address this problem, we develop a $p$-value-based covariate-adaptive methodology that revolves around partitioning studies into smaller groups and borrowing information between them to filter out unpromising features. This filtering strategy: 1) reduces the multiplicity correction required for FDR control, and 2) allows independent hypothesis weights to be trained on data from filtered-out features to enhance the power of the PC $p$-values in the rejection rule. Our methodology has finite-sample FDR control under minimal distributional assumptions, and we demonstrate its competitive performance through simulation studies and a real-world case study on gene expression and the immune system.