Single-index modulated multiple testing

DOI10.1214/14-AOS1222zbMATH Open1297.62217arXiv1407.0185OpenAlexW3100944228MaRDI QIDQ464181FDOQ464181

Lilun Du, Chunming Zhang

Publication date: 17 October 2014

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

Abstract: In the context of large-scale multiple testing, hypotheses are often accompanied with certain prior information. In this paper, we present a single-index modulated (SIM) multiple testing procedure, which maintains control of the false discovery rate while incorporating prior information, by assuming the availability of a bivariate $p$-value, $(p_1,p_2)$, for each hypothesis, where $p_1$ is a preliminary $p$-value from prior information and $p_2$ is the primary $p$-value for the ultimate analysis. To find the optimal rejection region for the bivariate $p$-value, we propose a criteria based on the ratio of probability density functions of $(p_1,p_2)$ under the true null and nonnull. This criteria in the bivariate normal setting further motivates us to project the bivariate $p$-value to a single-index, $p(heta)$, for a wide range of directions $heta$. The true null distribution of $p(heta)$ is estimated via parametric and nonparametric approaches, leading to two procedures for estimating and controlling the false discovery rate. To derive the optimal projection direction $heta$, we propose a new approach based on power comparison, which is further shown to be consistent under some mild conditions. Simulation evaluations indicate that the SIM multiple testing procedure improves the detection power significantly while controlling the false discovery rate. Analysis of a real dataset will be illustrated.

Full work available at URL: https://arxiv.org/abs/1407.0185

zbMATH Keywords

simultaneous inference\(p\)-valuemultiple comparisonbivariate normalitysymmetry propertylocal false discovery rate

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)

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Cited In (9)

• Nonparametric false discovery rate control for identifying simultaneous signals
• Large-scale multiple testing via multivariate hidden Markov models
• Empirical Bayes analysis of RNA sequencing experiments with auxiliary information
• Accurate error control in high‐dimensional association testing using conditional false discovery rates
• Testing and estimation for clustered signals
• Covariate-Assisted Ranking and Screening for Large-Scale Two-Sample Inference
• Screening-assisted dynamic multiple testing with false discovery rate control
• GAP: A General Framework for Information Pooling in Two-Sample Sparse Inference
• On-line control of false discovery rates for multiple datastreams

Uses Software

• DAVID
• DR-Integrator

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