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Controlling the False Discovery Rate via Knockoffs
Variable selection false discovery rate (FDR) sequential hypothesis testing martingale theory permutation methods Lasso
2015/6/17
In many fields of science, we observe a response variable together with a large number of potential explanatory variables, and would like to be able to discover which variables are truly associated wi...
Monotone false discovery rate
adaptive decision rule false discovery rate empirical Bayes methods mode matching isotonic regression
2013/6/14
This paper proposes a simple procedure to obtain monotone estimates of both the local and the tail false discovery rates that arise in large-scale multiple testing. The proposed monotonization natural...
False Discovery Rate Control under Archimedean Copula
Clayton copula exchangeability Gumbel cop-ula linear step-up test multiple hypotheses testing,p-values
2013/6/14
We prove that the linear step-up procedure $\vp^{LSU}$ considered by Benjamini and Hochberg (1995) controls the false discovery rate (FDR) in the case of dependent $p$-values whose dependency structur...
On false discovery rate thresholding for classification under sparsity
false discovery rate thresholding classification under sparsity
2011/7/6
We study the properties of false discovery rate (FDR) thresholding, viewed as a classification procedure. The "0"-class (null) is assumed to have a known, symmetric log-concave density while the "1"-c...
An empirical Bayes mixture method for effect size and false discovery rate estimation
Empirical Bayes false discovery rate effect size estimation
2010/10/19
Many statistical problems involve data from thousands of parallel cases. Each case has some associated effect size, and most cases will have no effect. It is often important to estimate the effect siz...
Intrinsic Bounds and False Discovery Rate Control in Multiple Testing Problems
Multiple testing False Discovery Rate Benjamini Hochberg’s procedure power criticality proportion of true null hypotheses
2010/3/11
When testing a large number of independent hypotheses, three different questions are of
interest: are some hypotheses true alternatives? How many of them? Which of them?
These questions give rise to...
Exact calculation of false discovery rate for step-up and step-down procedures
False Discovery Rate multiple testing step-up procedure positive correlations Power equicorrelated multivariate normal distribution
2010/3/10
We derive exact formulas for the false discovery rate (FDR) and
the Power of any step-up and step-down procedures and for the s-
th moment of the false discovery proportion (FDP) of any step-up
pro...
Sample size and positive false discovery rate control for multiple testing
Multiple hypothesis testing pFDR large deviations
2009/9/16
Positive false discovery rate (pFDR) is a useful overall measure of errors for multiple hypothesis testing, especially when the underlying goal is to attain one or more discoveries. Control of pFDR cr...
Asymptotic properties of false discovery rate controlling procedures under independence
Multiple hypothesis testing Benjamini-Hochberg procedure FDP FDR
2009/9/16
We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate (FDR). The FDR is the expected False Discovery Proportion (FDP), that is, th...
Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) wi...
Optimal weighting for false discovery rate control
False discovery rate multiple testing p-value weighting power maximization
2009/9/16
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 mo...
The false discovery rate for statistical pattern recognition
Statistical learning theory generalization error false discovery rate
2009/9/16
The false discovery rate (FDR) and false nondiscovery rate (FNDR) have received considerable attention in the literature on multiple testing. These performance measures are also appropriate for classi...
On the false discovery rate and an asymptotically optimal rejection curve
Crossing point extended Glivenko–Cantelli theorem false discoveryproportion false discovery rate familywise error rate
2010/3/19
In this paper we introduce and investigate a new rejection curve
for asymptotic control of the false discovery rate (FDR) in multiple
hypotheses testing problems. We first give a heuristic motivatio...
The False Discovery Rate for Statistical Pattern Recognition
Statistical learning theory generalization error false discovery rate
2010/3/17
The false discovery rate (FDR) and false nondiscovery rate
(FNDR) have received considerable attention in the literature on multiple
testing. These performance measures are also appropriate for clas...
Empirical null and false discovery rate inference for exponential families
Multiple testing multiple comparisons mixture model Poissonregression genome-wide association brain imaging
2010/3/17
In large scale multiple testing, the use of an empirical null distribution
rather than the theoretical null distribution can be critical for
correct inference. This paper proposes a “mode matching” ...