Large-scale multiple testing under dependence
DOI10.1111/J.1467-9868.2008.00694.XzbMATH Open1248.62005OpenAlexW2074248125MaRDI QIDQ2920274FDOQ2920274
Authors: Wenguang Sun, T. Tony Cai
Publication date: 16 October 2012
Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00694.x
Recommendations
- A general approach to account for dependence in large-scale multiple testing
- Covariate-modulated large-scale multiple testing under dependence
- Large‐scale simultaneous inference under dependence
- A general framework for multiple testing dependence
- Extended Likelihood Approach to Large-Scale Multiple Testing
- Testing the independence of sets of large-dimensional variables
- Multiple test procedures for arbitrary dependence structures
- Multiple testing under dependence via graphical models
- Robustness of multiple testing procedures against dependence
- Distributed testing on mutual independence of massive multivariate data
false discovery ratehidden Markov modelscompound decision problemmultiple testing under dependencelocal significance index
Parametric hypothesis testing (62F03) Applications of statistics to biology and medical sciences; meta analysis (62P10) Compound decision problems in statistical decision theory (62C25)
Cites Work
- Asymptotic Statistics
- A constrained formulation of maximum-likelihood estimation for normal mixture distributions
- Title not available (Why is that?)
- Hidden Markov processes
- Title not available (Why is that?)
- Resampling-based false discovery rate controlling multiple test procedures for correlated test statistics.
- The control of the false discovery rate in multiple testing under dependency.
- A stochastic process approach to false discovery control.
- On false discovery control under dependence
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- False Discovery Rates for Spatial Signals
- Penalized Maximum Likelihood Estimator for Normal Mixtures
- A Direct Approach to False Discovery Rates
- Correlation and Large-Scale Simultaneous Significance Testing
- Variance of the Number of False Discoveries
- Large-Scale Simultaneous Hypothesis Testing
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- Empirical Bayes Analysis of a Microarray Experiment
- A Smooth Nonparametric Estimate of a Mixing Distribution Using Mixtures of Gaussians
- Some Results on the Control of the False Discovery Rate under Dependence
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains
- Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
- Detecting differential gene expression with a semiparametric hierarchical mixture method
- A hidden spatial-temporal Markov random field model for network-based analysis of time course gene expression data
- Operating Characteristics and Extensions of the False Discovery Rate Procedure
- False discovery control with p-value weighting
- Multiple hypotheses testing and expected number of type I errors
- Inference in hidden Markov models. I: Local asymptotic normality in the stationary case.
- False discovery and false nondiscovery rates in single-step multiple testing procedures
- Title not available (Why is that?)
- Hidden Markov chains and the analysis of genome structure
- On symmetric compound decision rules for dichotomies
- Order estimation and sequential universal data compression of a hidden Markov source by the method of mixtures
Cited In (86)
- Spatially dependent multiple testing under model misspecification, with application to detection of anthropogenic influence on extreme climate events
- Estimating false discovery proportion under arbitrary covariance dependence
- A hidden Markov random field model for genome-wide association studies
- Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
- Non-marginal decisions: a novel Bayesian multiple testing procedure
- Automated and distributed statistical analysis of economic agent-based models
- FWER goes to zero for correlated normal
- Where to find needles in a haystack?
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle?
- Multiple testing for neuroimaging via hidden Markov random field
- Change-point testing for parallel data sets with FDR control
- On spike and slab empirical Bayes multiple testing
- Powerful multiple testing of paired null hypotheses using a latent graph model
- Conditional calibration for false discovery rate control under dependence
- Large sample theory for a multivariate structural relationship with replication
- Detecting weak signals in high dimensions
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
- Effect-size estimation using semiparametric hierarchical mixture models in disease-association studies with neuroimaging data
- Multiple testing under dependence via graphical models
- On the null distribution of Bayes factors in linear regression
- An empirical Bayes testing procedure for detecting variants in analysis of next generation sequencing data
- GAP: a general framework for information pooling in two-sample sparse inference
- Optimal detection of weak positive latent dependence between two sequences of multiple tests
- False discovery variance reduction in large scale simultaneous hypothesis tests
- A general framework for multiple testing dependence
- Distributions associated with simultaneous multiple hypothesis testing
- Effects of statistical dependence on multiple testing under a hidden Markov model
- Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences
- Changepoint estimation: another look at multiple testing problems
- Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model
- False Discovery Rate Smoothing
- Wavelet-based Benjamini-Hochberg procedures for multiple testing under dependence
- Mixed directional false discovery rate control in multiple pairwise comparisons using weighted \(p\)-values
- A new approach to multiple testing of grouped hypotheses
- Local false discovery rate based methods for multiple testing of one-way classified hypotheses
- Accounting for time dependence in large-scale multiple testing of event-related potential data
- Simultaneous critical values for \(t\)-tests in very high dimensions
- Capturing the severity of type II errors in high-dimensional multiple testing
- Hidden Markov models with mixtures as emission distributions
- A double application of the Benjamini-Hochberg procedure for testing batched hypotheses
- False discovery rate envelopes
- Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency
- Estimating false discovery proportion in multiple comparison under dependency
- Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence
- Kernel Knockoffs Selection for Nonparametric Additive Models
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
- A peeling algorithm for multiple testing on a random field
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
- Smaller $p$-values via indirect information
- Covariate-adjusted multiple testing in genome-wide association studies via factorial hidden Markov models
- Bayesian hidden Markov models for dependent large-scale multiple testing
- Hidden Markov model in multiple testing on dependent count data
- Semi-supervised multiple testing
- On false discovery and non-discovery proportions of the dynamic adaptive procedure
- Integrating prior knowledge in multiple testing under dependence with applications to detecting differential DNA methylation
- Statistical tests for the intersection of independent lists of genes: sensitivity, FDR, and type I error control
- Farmtest: factor-adjusted robust multiple testing with approximate false discovery control
- Multiple testing in genome-wide association studies via hierarchical hidden Markov models
- Simultaneous covariance inference for multimodal integrative analysis
- Large-scale multiple testing via multivariate hidden Markov models
- Large-scale dependent multiple testing via hidden semi-Markov models
- Adaptive novelty detection with false discovery rate guarantee
- Optimal test procedures for multiple hypotheses controlling the familywise expected loss
- Reliable Post-Signal Fault Diagnosis for Correlated High-Dimensional Data Streams
- A Diagnostic Procedure for High-Dimensional Data Streams via Missed Discovery Rate Control
- A Bottom-Up Approach to Testing Hypotheses That Have a Branching Tree Dependence Structure, With Error Rate Control
- Detection of Local Differences in Spatial Characteristics Between Two Spatiotemporal Random Fields
- The influence of misspecified covariance on false discovery control when using posterior probabilities
- LAWS: A Locally Adaptive Weighting and Screening Approach to Spatial Multiple Testing
- Multiple testing approaches for hypotheses in integrative genomics
- Large‐scale covariate‐assisted two‐sample inference under dependence
- Sharp multiple testing boundary for sparse sequences
- Quantile Correlation-based Variable Selection
- Automatic detection of significant areas for functional data with directional error control
- Multiple multi-sample testing under arbitrary covariance dependency
- Title not available (Why is that?)
- Two-stage false discovery rate in microarray studies
- Signal Classification in Large-Scale Multi-Sequence Integrative Analysis Under the HMM Dependence
- A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection
- Error rate control for classification rules in multiclass mixture models
- Covariate-modulated large-scale multiple testing under dependence
- Directional false discovery rate control in large-scale multiple comparisons
- Some permutation symmetric multiple hypotheses testing rules under dependent setup
- Asymptotic Bayes' optimality under sparsity for exchangeable dependent multivariate normal test statistics
- Behavior of FWER in Normal Distributions
- Selective inference for false discovery proportion in a hidden Markov model
Uses Software
This page was built for publication: Large-scale multiple testing under dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2920274)