A stochastic process approach to false discovery control
نویسندگان
چکیده
منابع مشابه
A Stochastic Process Approach to False Discovery Control
This paper extends the theory of false discovery rates (FDR) pioneered (1995) 289–300]. We develop a framework in which the False Discovery Proportion (FDP)—the number of false rejections divided by the number of rejections—is treated as a stochastic process. After obtaining the limiting distribution of the process, we demonstrate the validity of a class of procedures for controlling the False ...
متن کاملA Stochastic Process Approach to False Discovery Rates
This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg (1995). We develop a framework in which the False Discovery Proportion (FDP) – the number of false rejections divided by the number of rejections – is treated as a stochastic process. After obtaining the limiting distribution of the process, we demonstrate the validitiy of a class of procedures for ...
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A problem that arises in a wide variety of applications is to identify unusual clusters among events scattered over space or time. Astronomers, for example, look for clustering in the position of objects on the sky to distinguish real groupings from happenstance alignments. Epidemiologists look for clustering in the incidence of a disease to detect outbreaks. What constitutes an event and a clu...
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We provide the first differentially private algorithms for controlling the false discovery rate (FDR) in multiple hypothesis testing, with essentially no loss in power under certain conditions. Our general approach is to adapt a well-known variant of the Benjamini-Hochberg procedure (BHq), making each step differentially private. This destroys the classical proof of FDR control. To prove FDR co...
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Multiple testing methods to control the False Discovery Rate (FDR), the expected proportion of falsely rejected null hypotheses among all rejections) have received much attention. It can be valuable instead to control not the mean of this false discovery proportion (FDP) but the probability that the FDP exceeds a specified bound. In this paper, we construct a general class of methods for exceed...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2004
ISSN: 0090-5364
DOI: 10.1214/009053604000000283