Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
نویسندگان
چکیده
منابع مشابه
Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
We develop a compound decision theory framework for multiple-testing problems and derive an oracle rule based on the z values that minimizes the false nondiscovery rate (FNR) subject to a constraint on the false discovery rate (FDR). We show that many commonly used multiple-testing procedures, which are p value–based, are inefficient, and propose an adaptive procedure based on the z values. The...
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Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses H(n) = (H1, . . . ,Hn), Benjamini and Hochberg [BH95] introduced the false discovery rate (FDR), which is the expected proportion of false positives among rejected null hypotheses, and proposed a testing procedure that controls FDR below a pre-assign...
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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...
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In the context of multiple hypothesis testing, the proportion π0 of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or explicit estimate of this quantity in order to improve its efficency is called adaptive. In this paper, we focus on the issue of false discovery rate (FDR) contro...
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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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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2007
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214507000000545