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Summary In this article we develop a method based on model-X knockoffs to find conditional associations that are consistent across environments, while controlling the false discovery rate. The motivation for this problem is that large datasets may contain numerous associations that are statistically significant and yet misleading, as they are induced by confounders or sampling imperfections. However, associations replicated under different conditions may be more interesting. In fact, sometimes consistency provably leads to valid causal inferences even if conditional associations do not. Although the proposed method is widely applicable, in this paper we highlight its relevance to genome-wide association studies, in which robustness across populations with diverse ancestries mitigates confounding due to unmeasured variants. The effectiveness of this approach is demonstrated by simulations and applications to UK Biobank data.

Summary We introduce a multiple testing procedure that controls global error rates at multiple levels of resolution. Conceptually, we frame this problem as the selection of hypotheses that are organized hierarchically in a tree structure. We describe a fast algorithm and prove that it controls relevant error rates given certain assumptions on the dependence between the $p$-values. Through simulations, we demonstrate that the proposed procedure provides the desired guarantees under a range of dependency structures and that it has the potential to gain power over alternative methods. Finally, we apply the method to studies on the genetic regulation of gene expression across multiple tissues and on the relation between the gut microbiome and colorectal cancer.

SUMMARY Although Monte Carlo methods have frequently been applied with success, indiscriminate use of Markov chain Monte Carlo leads to unsatisfactory performances in numerous applications. We present a generalised version of the Gibbs sampler that is based on conditional moves along the traces of groups of transformations in the sample space. We explore its connection with the multigrid Monte Carlo method and its use in designing more efficient samplers. The generalised Gibbs sampler provides a framework encompassing a class of recently proposed tricks such as parameter expansion and reparameterisation. To illustrate, we apply this new method to Bayesian inference problems for nonlinear state-space models, ordinal data and stochastic differential equations with discrete observations.