Estimating false discovery proportion under arbitrary covariance dependence
From MaRDI portal
Abstract: Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any SNPs are associated with some traits and those tests are correlated. When test statistics are correlated, false discovery control becomes very challenging under arbitrary dependence. In the current paper, we propose a novel method based on principal factor approximation, which successfully subtracts the common dependence and weakens significantly the correlation structure, to deal with an arbitrary dependence structure. We derive an approximate expression for false discovery proportion (FDP) in large scale multiple testing when a common threshold is used and provide a consistent estimate of realized FDP. This result has important applications in controlling FDR and FDP. Our estimate of realized FDP compares favorably with Efron (2007)'s approach, as demonstrated in the simulated examples. Our approach is further illustrated by some real data applications. We also propose a dependence-adjusted procedure, which is more powerful than the fixed threshold procedure.
Recommendations
- Estimation of the false discovery proportion with unknown dependence
- Estimating false discovery proportion in multiple comparison under dependency
- A factor model approach to multiple testing under dependence
- Estimating the false discovery rate using the stochastic approximation algorithm
- More powerful control of the false discovery rate under dependence
Cites work
- A Direct Approach to False Discovery Rates
- A factor model approach to multiple testing under dependence
- A general framework for multiple testing dependence
- A stochastic process approach to false discovery control.
- Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
- Correlated z-values and the accuracy of large-scale statistical estimates
- Correlation and Large-Scale Simultaneous Significance Testing
- Dependency and false discovery rate: asymptotics
- Exact calculations for false discovery proportion with application to least favorable configura\-tions
- False Discovery Control for Multiple Tests of Association Under General Dependence
- Large-scale multiple testing under dependence
- On the Benjamini-Hochberg method
- On the false discovery proportion convergence under Gaussian equi-correlation
- Robustness of multiple testing procedures against dependence
- Some results on false discovery rate in stepwise multiple testing procedures.
- Some Results on the Control of the False Discovery Rate under Dependence
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Strong laws of large numbers for weakly correlated random variables
- Sure independence screening in generalized linear models with NP-dimensionality
- The control of the false discovery rate in multiple testing under dependency.
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance of the Number of False Discoveries
Cited in
(only showing first 100 items - show all)- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
- Smaller p-values via indirect information
- Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
- Non-marginal decisions: a novel Bayesian multiple testing procedure
- Testing against constant factor loading matrix with large panel high-frequency data
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
- A strong law of large numbers related to multiple testing normal means
- Detecting and testing altered brain connectivity networks with \(k\)-partite network topology
- Robust high-dimensional factor models with applications to statistical machine learning
- Wavelet-based Benjamini-Hochberg procedures for multiple testing under dependence
- Reproducible feature selection in high-dimensional accelerated failure time models
- Reproducible learning in large-scale graphical models
- Conditional calibration for false discovery rate control under dependence
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle?
- Post hoc confidence bounds on false positives using reference families
- Robust inference via multiplier bootstrap
- A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions
- Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
- False discovery variance reduction in large scale simultaneous hypothesis tests
- Variable selection via adaptive false negative control in linear regression
- Empirical Bayes analysis of RNA sequencing experiments with auxiliary information
- New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
- Multiple testing under dependence via graphical models
- Predictor ranking and false discovery proportion control in high-dimensional regression
- Variable selection procedures from multiple testing
- New multiple testing method under no dependency assumption, with application to multiple comparisons problem
- Estimating minimum effect with outlier selection
- SLOPE is adaptive to unknown sparsity and asymptotically minimax
- Mixed directional false discovery rate control in multiple pairwise comparisons using weighted p-values
- Tests for coefficients in high-dimensional additive hazard models
- A factor model approach to multiple testing under dependence
- Predicting False Discovery Proportion Under Dependence
- Testing a single regression coefficient in high dimensional linear models
- The effect of correlation in false discovery rate estimation
- Estimating the false discovery rate using the stochastic approximation algorithm
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures
- Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data
- scientific article; zbMATH DE number 5361937 (Why is no real title available?)
- Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures
- False Discovery Rate Estimation for Frequentist Pharmacovigilance Signal Detection Methods
- Estimating false discovery proportion in multiple comparison under dependency
- False discovery rate control for high dimensional networks of quantile associations conditioning on covariates
- False discovery rates for large-scale model checking under certain dependence
- Single-index modulated multiple testing
- Testing for inequality constraints in singular models by trimming or winsorizing the variance matrix
- Diagonally Dominant Principal Component Analysis
- Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization
- IPAD: stable interpretable forecasting with knockoffs inference
- On simultaneous calibration of two-sample t-tests for high-dimension low-sample-size data
- Efficient signal inclusion with genomic applications
- Farmtest: factor-adjusted robust multiple testing with approximate false discovery control
- Estimation of false discovery proportion in multiple testing: from normal to chi-squared test statistics
- Large-scale simultaneous testing of cross-covariance matrices with applications to PheWAS
- Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models
- Interpretable high-dimensional inference via score projection with an application in neuroimaging
- A general approach to account for dependence in large-scale multiple testing
- Correlation and Large-Scale Simultaneous Significance Testing
- Variance of the Number of False Discoveries
- Estimation of the false discovery proportion with unknown dependence
- Bayesian variable selection via a benchmark in normal linear models
- The influence of misspecified covariance on false discovery control when using posterior probabilities
- Detection of Local Differences in Spatial Characteristics Between Two Spatiotemporal Random Fields
- A Bottom-Up Approach to Testing Hypotheses That Have a Branching Tree Dependence Structure, With Error Rate Control
- On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
- Projected principal component analysis in factor models
- Constructing confidence intervals for selected parameters
- False discovery rate approach to dynamic change detection
- Screening-assisted dynamic multiple testing with false discovery rate control
- Threshold Selection in Feature Screening for Error Rate Control
- Controlling False Discovery Rate Using Gaussian Mirrors
- Skilled Mutual Fund Selection: False Discovery Control Under Dependence
- A One-Sided Refined Symmetrized Data Aggregation Approach to Robust Mutual Fund Selection
- Estimating the proportion of signal variables under arbitrary covariance dependence
- Change-point testing for parallel data sets with FDR control
- A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model
- On the false discovery proportion convergence under Gaussian equi-correlation
- Posterior consistency of factor dimensionality in high-dimensional sparse factor models
- CoxKnockoff: controlled feature selection for the Cox model using knockoffs
- Multiple two-sample testing under arbitrary covariance dependency with an application in imaging mass spectrometry
- Activation discovery with FDR control: application to fMRI data
- Mutual influence regression model
- Overview of research advance for knockoff methods
- Homogeneity and Structure Identification in Semiparametric Factor Models
- Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
- Multiple multi-sample testing under arbitrary covariance dependency
- Bayes estimate of primary threshold in clusterwise functional magnetic resonance imaging inferences
- A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection
- A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models
- Robust mutual fund selection with false discovery rate control
- Ah-knockoff: false discovery rate control in high-dimensional additive hazards models
- Variable selection for high-dimensional Cox model with error rate control
- Covariance Matrix Estimation for High-Throughput Biomedical Data with Interconnected Communities
- False Discovery Rate Control For Structured Multiple Testing: Asymmetric Rules And Conformal Q -values
- A Bayesian sparse factor model with adaptive posterior concentration
- On limiting behaviors of stepwise multiple testing procedures
- Large-scale multiple testing for matrix-valued data under cross-dependency
- Higher-Order Accurate Two-Sample Network Inference and Network Hashing
- Fdr control for high-dimensional graphical models via e-values
- Fast autoregressive model for multivariate dependent outcomes with application to lipidomics analysis for Alzheimer's disease and APOE- 4
This page was built for publication: Estimating false discovery proportion under arbitrary covariance dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4648544)
