Optimal weighting for false discovery rate control

被引：41

作者：

Roquain, Etienne ^{[1
]}

van de Wiel, Mark A. ^{[2
]}

机构：

[1] Univ Paris 06, LPMA, F-75252 Paris 05, France

[2] Vrije Univ Amsterdam, Med Ctr, NL-1007 MB Amsterdam, Netherlands

来源：

ELECTRONIC JOURNAL OF STATISTICS | 2009年 / 3卷

关键词：

False discovery rate; multiple testing; p-value weighting; power maximization; DEPENDENCE;

D O I：

10.1214/09-EJS430

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 finite sample and asymptotic results are presented. Moreover, we illustrate good performance of our procedure in simulations and a genomics application. This work is particularly useful in the case of heterogeneous p-value distributions.

引用

页码：678 / 711

页数：34

共 50 条

[41] Adaptive linear step-up procedures that control the false discovery rate
Benjamini, Yoav
Krieger, Abba M.
Yekutieli, Daniel
BIOMETRIKA, 2006, 93 (03) : 491 - 507
[42] Null-free False Discovery Rate Control Using Decoy Permutations
He, Kun
Li, Meng-jie
Fu, Yan
Gong, Fu-zhou
Sun, Xiao-ming
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 38 (02): : 235 - 253
[43] FALSE DISCOVERY RATE CONTROL WITH UNKNOWN NULL DISTRIBUTION: IS IT POSSIBLE TO MIMIC THE ORACLE?
Roquain, Etienne
Verzelen, Nicolas
ANNALS OF STATISTICS, 2022, 50 (02) : 1095 - 1123
[44] The p-filter: multilayer false discovery rate control for grouped hypotheses
Barber, Rina Foygel
Ramdas, Aaditya
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2017, 79 (04) : 1247 - 1268
[45] Power and stability comparisons of multiple testing procedures with false discovery rate control
Li, Dongmei
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2015, 85 (14) : 2808 - 2822
[46] A False Discovery Rate approach to optimal volatility forecasting model selection☆
Hassanniakalager, Arman
Baker, Paul L.
Platanakis, Emmanouil
INTERNATIONAL JOURNAL OF FORECASTING, 2024, 40 (03) : 881 - 902
[47] GAUSSIAN GRAPHICAL MODEL ESTIMATION WITH FALSE DISCOVERY RATE CONTROL
Liu, Weidong
ANNALS OF STATISTICS, 2013, 41 (06) : 2948 - 2978
[48] False discovery rate control in two-stage designs
Sonja Zehetmayer
Martin Posch
BMC Bioinformatics, 13
[49] False discovery rate control in two-stage designs
Zehetmayer, Sonja
Posch, Martin
BMC BIOINFORMATICS, 2012, 13
[50] Multivariate Process Control Chart for Controlling the False Discovery Rate
Park, Jang-Ho
Jun, Chi-Hyuck
INDUSTRIAL ENGINEERING AND MANAGEMENT SYSTEMS, 2012, 11 (04): : 385 - 389

← 1 2 3 4 5 →