Signature discovery. Molecular signatures (1) are markers for a particular cell or tissue phenotype. Signatures are discovered from a given set of molecular profiles (e.g., gene expression profiles) together with phenotype labels (2). Signatures have dual uses, both as predictive models (3) and for discovery of molecular mechanisms (4). While it is well-known how to assess predictive accuracy (5), the method proposed herein is the first to control signature FDR (6), enabling reliably discovery.