Exact calculations for false discovery proportion with application to least favorable configura\-tions
From MaRDI portal
Publication:2429941
Abstract: In a context of multiple hypothesis testing, we provide several new exact calculations related to the false discovery proportion (FDP) of step-up and step-down procedures. For step-up procedures, we show that the number of erroneous rejections conditionally on the rejection number is simply a binomial variable, which leads to explicit computations of the c.d.f., the {-th} moment and the mean of the FDP, the latter corresponding to the false discovery rate (FDR). For step-down procedures, we derive what is to our knowledge the first explicit formula for the FDR valid for any alternative c.d.f. of the -values. We also derive explicit computations of the power for both step-up and step-down procedures. These formulas are "explicit" in the sense that they only involve the parameters of the model and the c.d.f. of the order statistics of i.i.d. uniform variables. The -values are assumed either independent or coming from an equicorrelated multivariate normal model and an additional mixture model for the true/false hypotheses is used. This new approach is used to investigate new results which are of interest in their own right, related to least/most favorable configurations for the FDR and the variance of the FDP.
Recommendations
- On least favorable configurations for step-up-down tests
- On stepdown control of the false discovery proportion
- Variability and stability of the false discovery proportion
- Stepup procedures for control of generalizations of the familywise error rate
- Step-up and step-down procedures controlling the number and proportion of false positives
Cites work
- A stochastic process approach to false discovery control.
- Adaptive false discovery rate control under independence and dependence
- Adaptive linear step-up procedures that control the false discovery rate
- An adaptive step-down procedure with proven FDR control under independence
- An improved Bonferroni procedure for multiple tests of significance
- Asymptotic properties of false discovery rate controlling procedures under independence
- Correlated z-values and the accuracy of large-scale statistical estimates
- Dependency and false discovery rate: asymptotics
- Empirical Bayes Analysis of a Microarray Experiment
- Exact calculations for false discovery proportion with application to least favorable configura\-tions
- Fast computation by block permanents of cumulative distribution functions of order statistics from several populations
- FDR control with adaptive procedures and FDR monotonicity
- Generalizations of the familywise error rate
- Higher criticism for detecting sparse heterogeneous mixtures.
- scientific article; zbMATH DE number 3147135 (Why is no real title available?)
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- Microarrays, empirical Bayes and the two-groups model
- Moments of Order Statistics from the Equicorrelated Multivariate Normal Distribution
- Multiple hypotheses testing and expected number of type I errors
- On control of the false discovery rate under no assumption of dependency
- On methods controlling the false discovery rate
- On the Benjamini-Hochberg method
- On the false discovery rate and an asymptotically optimal rejection curve
- On the performance of FDR control: constraints and a partial solution
- Operating Characteristics and Extensions of the False Discovery Rate Procedure
- Optimal weighting for false discovery rate control
- Positive false discovery proportions: intrinsic bounds and adaptive control
- Some results on false discovery rate in stepwise multiple testing procedures.
- The control of the false discovery rate in multiple testing under dependency.
- The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
- Two simple sufficient conditions for FDR control
Cited in
(30)- New FDR bounds for discrete and heterogeneous tests
- The false discovery rate (FDR) of multiple tests in a class room lecture
- Conditional calibration for false discovery rate control under dependence
- Strong consistency and asymptotic normality for quantities related to the Benjamini-Hochberg false discovery rate procedure
- A comprehensive error rate for multiple testing
- Controlling the false discovery exceedance for heterogeneous tests
- False discovery variance reduction in large scale simultaneous hypothesis tests
- Efficient calculation of the joint distribution of order statistics
- New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
- Variability and stability of the false discovery proportion
- Exact calculations for false discovery proportion with application to least favorable configura\-tions
- Further results on controlling the false discovery proportion
- False discovery rate control of step-up-down tests with special emphasis on the asymptotically optimal rejection curve
- Estimating the false discovery rate using the stochastic approximation algorithm
- Randomized \(p\)-values for multiple testing of composite null hypotheses
- Step-up procedure controlling generalized family-wise error rate
- A novel characterization of the generalized family wise error rate using empirical null distributions
- Estimating false discovery proportion under arbitrary covariance dependence
- Optimal rejection curves for exact false discovery rate control
- On the bias and variance of odds ratio, relative risk and false discovery proportion
- On least favorable configurations for step-up-down tests
- On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
- Adaptive novelty detection with false discovery rate guarantee
- Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
- On the false discovery proportion convergence under Gaussian equi-correlation
- Deriving and comparing the distribution for the number of false positives in single step methods to control \(k\)-FWER
- An Empirical Bayes Approach to Controlling the False Discovery Exceedance
- Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections
- Methods of testing a `small' or `moderate' number of hypotheses simultaneously: an account focusing on the control of the probability of at least one incorrect rejection and of the false discovery rate
- On false discovery rate thresholding for classification under sparsity
This page was built for publication: Exact calculations for false discovery proportion with application to least favorable configura\-tions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2429941)
