Weighted False Discovery Rate Control in Large-Scale Multiple Testing

DOI10.1080/01621459.2017.1336443zbMATH Open1402.62050arXiv1508.01605OpenAlexW2461658781WikidataQ64125721 ScholiaQ64125721MaRDI QIDQ4559699FDOQ4559699

Pallavi Basu, Wenguang Sun, T. Tony Cai, Kiranmoy Das

Publication date: 4 December 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Abstract: The use of weights provides an effective strategy to incorporate prior domain knowledge in large-scale inference. This paper studies weighted multiple testing in a decision-theoretic framework. We develop oracle and data-driven procedures that aim to maximize the expected number of true positives subject to a constraint on the weighted false discovery rate. The asymptotic validity and optimality of the proposed methods are established. The results demonstrate that incorporating informative domain knowledge enhances the interpretability of results and precision of inference. Simulation studies show that the proposed method controls the error rate at the nominal level, and the gain in power over existing methods is substantial in many settings. An application to genome-wide association study is discussed.

Full work available at URL: https://arxiv.org/abs/1508.01605

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zbMATH Keywords

decision weightsweighted \(p\)-valueclass weightsmultiple testing with groupsprioritized subsetsvalue-to-cost ratio

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

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Cited In (22)

• Null-free false discovery rate control using decoy permutations
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• Detection of Local Differences in Spatial Characteristics Between Two Spatiotemporal Random Fields
• LAWS: A Locally Adaptive Weighting and Screening Approach to Spatial Multiple Testing
• Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing
• Multiple testing approaches for hypotheses in integrative genomics
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• Two-Component Mixture Model in the Presence of Covariates
• Weighted multiple testing procedure for grouped hypotheses with \(k\)-FWER control
• False Discovery Control in Large-Scale Spatial Multiple Testing
• Invidious comparisons: ranking and selection as compound decisions
• Controlling costs: feature selection on a budget
• A spatially adaptive large-scale multiple-testing procedure

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