Optimal false discovery rate control for dependent data
نویسندگان
چکیده
منابع مشابه
Optimal False Discovery Rate Control for Dependent Data.
This paper considers the problem of optimal false discovery rate control when the test statistics are dependent. An optimal joint oracle procedure, which minimizes the false non-discovery rate subject to a constraint on the false discovery rate is developed. A data-driven marginal plug-in procedure is then proposed to approximate the optimal joint procedure for multivariate normal data. It is s...
متن کاملOptimal weighting for false discovery rate control
How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted Benjamini-Hochberg procedure. Both finitesample and asymptotic results are presented. Moreover, we illustrate good performance of our procedure in simulations and a ge...
متن کاملAdaptive False Discovery Rate Control for Heterogeneous Data
Efforts to develop more efficient multiple hypothesis testing procedures for false discovery rate (FDR) control have focused on incorporating an estimate of the proportion of true null hypotheses (such procedures are called adaptive) or exploiting heterogeneity across tests via some optimal weighting scheme. This paper combines these approaches using a weighted adaptive multiple decision functi...
متن کاملPrivate False Discovery Rate Control
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...
متن کاملThe False Discovery Rate in Simultaneous Fisher and Adjusted Permutation Hypothesis Testing on Microarray Data
Background and Objectives: In recent years, new technologies have led to produce a large amount of data and in the field of biology, microarray technology has also dramatically developed. Meanwhile, the Fisher test is used to compare the control group with two or more experimental groups and also to detect the differentially expressed genes. In this study, the false discovery rate was investiga...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2011
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2011.v4.n4.a1