Hierarchical correction of \(p\)-values via an ultrametric tree running Ornstein-Uhlenbeck process

DOI10.1007/s00180-021-01148-6zbMath1505.62067arXiv2009.13335MaRDI QIDQ2155000

Christophe Ambroise, Mahendra Mariadassou, Antoine Bichat

Publication date: 15 July 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.13335

zbMATH Keywords

Ornstein-Uhlenbeck process; multiple testing; Lasso; debiasing; FDR control; metagenomic

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62J15: Paired and multiple comparisons; multiple testing

Uses Software

• R
• StructFDR
• zazou