Adjusted Bayesian inference for selected parameters

DOI10.1111/J.1467-9868.2011.01016.XMaRDI QIDQ4632673zbMATH OpenOpenAlexFDO

Authors Daniel Yekutieli

Publication date 30 April 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0801.0499

zbMATH Keywords

false discovery rateselection biasselective inferencedirectional decisionsBayesian false discovery rate

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Paired and multiple comparisons; multiple testing (62J15)

Abstract: We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that providing Bayesian inference for selected parameters is a truncated data problem. We show that if the prior for the parameter is non-informative, or if the parameter is a "fixed" unknown constant, then it is necessary to adjust the Bayesian inference for selection. Our second contribution is the introduction of Bayesian False Discovery Rate controlling methodology,which generalizes existing Bayesian FDR methods that are only defined in the two-group mixture model.We illustrate our results by applying them to simulated data and data froma microarray experiment.

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Cited in

(13)

• Empirical Bayes and selective inference
• Valid Inference Corrected for Outlier Removal
• SELECTING AND SHARPENING INFERENCES IN SIMULTANEOUS INFERENCE WITH A BAYESIAN APPROACH
• Semiparametric Bayesian inference for phage display data
• Criterion constrained Bayesian hierarchical models
• Integrative Bayesian Models Using Post-Selective Inference: A Case Study in Radiogenomics
• Scalable methods for Bayesian selective inference
• Statistical methods for replicability assessment
• Integrative methods for post-selection inference under convex constraints
• Bayesian Inference Is Unaffected by Selection: Fact or Fiction?
• Bayesian selective inference
• Empirical Bayesian analysis through the lens of a particular class of constrained Bayesian hierarchical models
• Statistical proof? The problem of irreproducibility

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