Dynamic adaptive procedures that control the false discovery rate

DOI10.1214/19-EJS1589MaRDI QIDQ2326045zbMATH OpenOpenAlexFDO

Authors Peter W. MacDonald, Kun Liang, Arnold Janssen

Publication date 4 October 2019

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.02043, https://projecteuclid.org/euclid.ejs/1568794148

zbMATH Keywords

false discovery ratemartingalemultiple hypothesis testingsimultaneous inferencestopping time

Mathematics Subject Classification ID

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

Abstract: In the multiple testing problem with independent tests, the classical linear step-up procedure controls the false discovery rate (FDR) at level $p{i}_{0}alpha$, where $p{i}_0$ is the proportion of true null hypotheses and $alpha$ is the target FDR level. Adaptive procedures can improve power by incorporating estimates of $p{i}_0$, which typically rely on a tuning parameter. Fixed adaptive procedures set their tuning parameters before seeing the data and can be shown to control the FDR in finite samples. We develop theoretical results for dynamic adaptive procedures whose tuning parameters are determined by the data. We show that, if the tuning parameter is chosen according to a left-to-right stopping time rule, the corresponding dynamic adaptive procedure controls the FDR in finite samples. Examples include the recently proposed right-boundary procedure and the widely used lowest-slope procedure, among others. Simulation results show that the right-boundary procedure is more powerful than other dynamic adaptive procedures under independence and mild dependence conditions.

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Cited in

(9)

• On the usage of randomized p-values in the Schweder-Spjøtvoll estimator
• Empirical Bayes analysis of RNA sequencing experiments with auxiliary information
• Adaptive linear step-up procedures that control the false discovery rate
• Adaptive and Dynamic Adaptive Procedures for False Discovery Rate Control and Estimation
• AdaPT: an interactive procedure for multiple testing with side information
• On false discovery and non-discovery proportions of the dynamic adaptive procedure
• A powerful procedure that controls the false discovery rate with directional information
• False discovery rate approach to dynamic change detection
• Dynamic adaptive multiple tests with finite sample FDR control

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Uses Software

• calm
• R
• Bioconductor

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