Adaptive false discovery rate control for heterogeneous data

DOI10.5705/SS.202016.0169MaRDI QIDQ4601251zbMATH OpenOpenAlexFDO

Authors Joshua D. Habiger

Publication date 12 January 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.0645

zbMATH Keywords

\(p\)-valuedecision functionmultiple testingweighted \(p\)-value

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25) Paired and multiple comparisons; multiple testing (62J15)

Abstract: 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 function (WAMDF) framework. Optimal weights for a flexible random effects model are derived and a WAMDF that controls the FDR for arbitrary weighting schemes when test statistics are independent under the null hypotheses is given. Asymptotic and numerical assessment reveals that, under weak dependence, the proposed WAMDFs provide more efficient FDR control even if optimal weights are misspecified. The robustness and flexibility of the proposed methodology facilitates the development of more efficient, yet practical, FDR procedures for heterogeneous data. To illustrate, two different weighted adaptive FDR methods for heterogeneous sample sizes are developed and applied to data.

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(15)

• Optimal weighting for false discovery rate control
• Controlling the false discovery exceedance for heterogeneous tests
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• Dynamic adaptive procedures that control the false discovery rate
• Adaptive linear step-up procedures that control the false discovery rate
• Adaptive and Dynamic Adaptive Procedures for False Discovery Rate Control and Estimation
• Publication Policies for Replicable Research and the Community-Wide False Discovery Rate
• A weighted FDR procedure under discrete and heterogeneous null distributions
• A multiple testing protocol for exploratory data analysis and the local misclassification rate
• Covariate Adaptive False Discovery Rate Control With Applications to Omics-Wide Multiple Testing
• LAWS: A Locally Adaptive Weighting and Screening Approach to Spatial Multiple Testing
• Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing
• New results for adaptive false discovery rate control with \(p\)-value weighting
• False discovery rate control for lesion-symptom mapping with heterogeneous data via weighted p-values
• Multi-omics integrative analysis for incomplete data using weighted p-value adjustment approaches

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