Optimal false discovery rate control for large scale multiple testing with auxiliary information
From MaRDI portal
Publication:2131256
Abstract: Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are available. Exploiting such auxiliary information can boost statistical power. To this end, we propose a framework based on a two-group mixture model with varying probabilities of being null for different hypotheses a priori, where a shape-constrained relationship is imposed between the auxiliary information and the prior probabilities of being null. An optimal rejection rule is designed to maximize the expected number of true positives when average false discovery rate is controlled. Focusing on the ordered structure, we develop a robust EM algorithm to estimate the prior probabilities of being null and the distribution of -values under the alternative hypothesis simultaneously. We show that the proposed method has better power than state-of-the-art competitors while controlling the false discovery rate, both empirically and theoretically. Extensive simulations demonstrate the advantage of the proposed method. Datasets from genome-wide association studies are used to illustrate the new methodology.
Recommendations
- Optimal false discovery rate control for dependent data
- Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing
- Weighted False Discovery Rate Control in Large-Scale Multiple Testing
- False discovery rate control with multivariate p-values
- Optimal false discovery control of minimax estimators
- scientific article; zbMATH DE number 720689
- Optimal weighting for false discovery rate control
- False discovery rate control for multiple testing based on discrete p-values
Cites work
- A Direct Approach to False Discovery Rates
- A general interactive framework for false discovery rate control under structural constraints
- AdaPT: an interactive procedure for multiple testing with side information
- An Empirical Distribution Function for Sampling with Incomplete Information
- Controlling the false discovery rate via knockoffs
- Covariate Adaptive False Discovery Rate Control With Applications to Omics-Wide Multiple Testing
- Empirical Bayes Analysis of a Microarray Experiment
- Estimating the Proportion of True Null Hypotheses, with application to DNA Microarray Data
- False Discovery Control in Large-Scale Spatial Multiple Testing
- False discovery control with p-value weighting
- False discovery rate control with groups
- False Discovery Rate Smoothing
- scientific article; zbMATH DE number 3126936 (Why is no real title available?)
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 193111 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- Large-scale inference. Empirical Bayes methods for estimation, testing, and prediction
- Microarrays, empirical Bayes and the two-groups model
- Multiple testing with the structure-adaptive Benjamini-Hochberg algorithm
- On Estimating Monotone Parameters
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- Sequential selection procedures and false discovery rate control
- Simultaneous Testing of Grouped Hypotheses: Finding Needles in Multiple Haystacks
- Statistical significance for genomewide studies
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- The control of the false discovery rate in fixed sequence multiple testing
- The Isotonic Regression Problem and Its Dual
- The optimal power puzzle: scrutiny of the monotone likelihood ratio assumption in multiple testing
- Unsupervised empirical Bayesian multiple testing with external covariates
- Weighted False Discovery Rate Control in Large-Scale Multiple Testing
- Weighted mining of massive collections of P-values by convex optimization
Cited in
(11)- Weighted False Discovery Rate Control in Large-Scale Multiple Testing
- Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing
- Covariate-assisted ranking and screening for large-scale two-sample inference
- Bayesian multiple mean comparisons between two normal populations
- Large-scale multiple testing of composite null hypotheses under heteroskedasticity
- A note on e-values and multiple testing
- Objective Bayesian analysis of common quantiles of normal distributions
- Large-scale multiple testing: fundamental limits of false discovery rate control and compound oracle
- STRAW: structure-adaptive weighting procedure for large-scale spatial multiple testing
- Powerful spatial multiple testing via borrowing neighboring information
- Two-stage multiple test procedures controlling false discovery rate with auxiliary variable and their application to \(\mathrm{Set}4 \Delta\) mutant data
This page was built for publication: Optimal false discovery rate control for large scale multiple testing with auxiliary information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2131256)
