False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
From MaRDI portal
Abstract: We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the dependence structure via sample splitting, data screening and information pooling. The proposed SDA filter first constructs a sequence of ranking statistics that fulfill global symmetry properties, and then chooses a data--driven threshold along the ranking to control the FDR. The SDA filter substantially outperforms the knockoff method in power under moderate to strong dependence, and is more robust than existing methods based on asymptotic -values. We first develop finite--sample theory to provide an upper bound for the actual FDR under general dependence, and then establish the asymptotic validity of SDA for both the FDR and false discovery proportion (FDP) control under mild regularity conditions. The procedure is implemented in the R package exttt{SDA}. Numerical results confirm the effectiveness and robustness of SDA in FDR control and show that it achieves substantial power gain over existing methods in many settings.
Recommendations
- Symmetric directional false discovery rate control
- Some Results on the Control of the False Discovery Rate under Dependence
- On control of the false discovery rate under no assumption of dependency
- Optimal false discovery rate control for dependent data
- Some remarks on the control of false discovery rate under dependence
- On false discovery control under dependence
- Asymptotic properties of false discovery rate controlling procedures under independence
- More powerful control of the false discovery rate under dependence
- Correction to the paper ``Optimal false discovery rate control for dependent data
Cites work
- \(p\)-values for high-dimensional regression
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A factor model approach to multiple testing under dependence
- A general framework for multiple testing dependence
- A general interactive framework for false discovery rate control under structural constraints
- A knockoff filter for high-dimensional selective inference
- A rate optimal procedure for recovering sparse differences between high-dimensional means under dependence
- A significance test for the lasso
- AdaPT: an interactive procedure for multiple testing with side information
- Adapting to unknown sparsity by controlling the false discovery rate
- Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
- Comment
- Controlling the false discovery rate via knockoffs
- Correlated z-values and the accuracy of large-scale statistical estimates
- Correlation and Large-Scale Simultaneous Significance Testing
- Covariate-assisted ranking and screening for large-scale two-sample inference
- Dependency and false discovery rate: asymptotics
- Empirical Bayes Analysis of a Microarray Experiment
- Estimating false discovery proportion under arbitrary covariance dependence
- Estimation of the false discovery proportion with unknown dependence
- False Discovery Control for Random Fields
- False Discovery Control in Large-Scale Spatial Multiple Testing
- False discovery rate analysis of brain diffusion direction maps
- False discovery rate control via debiased Lasso
- False Discovery Rates for Spatial Signals
- GAP: a general framework for information pooling in two-sample sparse inference
- Genome-wide significance levels and weighted hypothesis testing
- High dimensional inverse covariance matrix estimation via linear programming
- High-dimensional semiparametric Gaussian copula graphical models
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
- High-dimensional variable selection
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Innovated higher criticism for detecting sparse signals in correlated noise
- Large-scale multiple testing under dependence
- Large-Scale Simultaneous Hypothesis Testing
- Multiple Hypotheses Testing with Weights
- Multiple testing for pattern identification, with applications to microarray time-course experiments
- Multiple testing with the structure-adaptive Benjamini-Hochberg algorithm
- Nonconcave penalized likelihood with a diverging number of parameters.
- On false discovery control under dependence
- On the conditions used to prove oracle results for the Lasso
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control
- Robust inference with knockoffs
- Robustness and accuracy of methods for high dimensional data analysis based on Student's t-statistic
- Robustness of multiple testing procedures against dependence
- Significance analysis of microarrays applied to the ionizing radiation response
- SLOPE-adaptive variable selection via convex optimization
- Sparse inverse covariance estimation with the graphical lasso
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- The effect of correlation in false discovery rate estimation
- Variance of the Number of False Discoveries
Cited in
(29)- sdafilter
- Revisiting feature selection for linear models with FDR and power guarantees
- Symmetric Association Measures in Effect-Control Sampling
- False discovery rate approach to dynamic change detection
- Comment on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Chengguang Dai, Buyu Lin, Xin Xing, and Jun S. Liu
- Testing the differential network between two gaussian graphical models with false discovery rate control
- Large-Scale Two-Sample Comparison of Support Sets
- False discovery rate control for high-dimensional Cox model with uneven data splitting
- Activation discovery with FDR control: application to fMRI data
- Support recovery of Gaussian graphical model with false discovery rate control
- Overview of research advance for knockoff methods
- Multiple multi-sample testing under arbitrary covariance dependency
- A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models
- Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
- Robust mutual fund selection with false discovery rate control
- An adaptive threshold for outlier detection in high-dimensional settings
- Conformal inference for random objects
- Augmented doubly robust post-imputation inference for proteomic data
- Variable selection for high-dimensional Cox model with error rate control
- False Discovery Rate Control For Structured Multiple Testing: Asymmetric Rules And Conformal Q -values
- Tests for high-dimensional partially linear regression models
- Feature screening via false discovery rate control for linear model with multivariate responses
- Frequent-voting independence screening for data of different types or different dimensions
- Adaptive Selection for False Discovery Rate Control Leveraging Symmetry
- High-dimensional inference for single-index models with latent factors
- Inference for partially linear quantile regression models in ultrahigh dimension
- STRAW: structure-adaptive weighting procedure for large-scale spatial multiple testing
- Covariance regression with high-dimensional predictors: an application to link brain structural and functional connectivity
- High-dimensional inference and FDR control for simulated Markov random fields
This page was built for publication: False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q139626)
