Compound p-values for competition-based testing

Standard competition-based multiple testing methods – such as the knockoff filter and the target-decoy procedure – are typically formulated as head-to-head competitions between a test unit and its assigned negative control unit. Motivated by real-world applications, which leverage any available negative controls, we study this competition-based framework in more intricate settings where competitions vary in size and structure. We propose new methods based on compound p-values – p-values that are superuniform only on aggregate – that enable powerful multiple testing with broader competition structures, via the Bonferroni and Benjamini-Hochberg procedures. The former provides exact familywise error rate control, whereas the latter may incur a false discovery rate inflation factor, for which we derive upper bounds across a range of settings. We showcase the performance of our general competition-based testing methodology through extensive simulations and real-data applications, including analyses of virtual spatial transcriptomics and CRISPR screen datasets that exhibit precisely the complex competition structures that motivate our methods.