Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data

DOI10.1214/009053606000000920zbMath1114.62010arXivmath/0602311OpenAlexW3105074488WikidataQ29308446 ScholiaQ29308446MaRDI QIDQ2373587

David L. Donoho, Jiashun Jin

Publication date: 12 July 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602311

zbMATH Keywords

multiple comparisonssparsitythreshold rulesminimum Bayes estimationmixtures of exponential models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12) Paired and multiple comparisons; multiple testing (62J15)

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False discovery rate control with unknown null distribution: is it possible to mimic the oracle?, Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data, Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing, Asymptotically optimal sequential FDR and pFDR control with (or without) prior information on the number of signals, Some optimality properties of FDR controlling rules under sparsity, Asymptotic Bayes-optimality under sparsity of some multiple testing procedures, Discovering the False Discovery Rate, Feature selection by higher criticism thresholding achieves the optimal phase diagram, Properties of higher criticism under strong dependence, Innovated higher criticism for detecting sparse signals in correlated noise, Modified versions of the Bayesian information criterion for sparse generalized linear models, On false discovery rate thresholding for classification under sparsity, Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators, On the false discovery rate and an asymptotically optimal rejection curve, Rate of convergence of a risk estimator to the normal law in a multiple hypothesis testing problem using the FDR threshold

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