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Mathematics
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26 December 2025

Data-Dependent Weighted E-Value Aggregation for Fusion Learning

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1
Department of Statistics, Beijing Normal University at Zhuhai, Zhuhai 519087, China
2
Guangdong Provincial/Zhuhai Key Laboratory of Interdisciplinary Research and Application for Data Science, Beijing Normal-Hong Kong Baptist University, Zhuhai 519087, China
*
Author to whom correspondence should be addressed.
Mathematics2026, 14(1), 88;https://doi.org/10.3390/math14010088 
(registering DOI)
This article belongs to the Special Issue Computational Statistics and Data Analysis, 3rd Edition

Abstract

We propose a data-dependent weighted e-value aggregation framework for synthesizing discoveries across partially overlapping studies. The key idea is to convert within study p-value-based multiple testing results into e-values and aggregate them using data-dependent leave-one-out weights, thereby mitigating the power loss associated with naive averaging. We show that applying the e-Benjamini–Hochberg procedure to the aggregated e-values yields finite-sample control of the global false discovery rate under standard conditions. Simulation studies and real-data analyses demonstrate the effectiveness and practical advantages of the proposed methods.

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