Sequential selection procedures and false discovery rate control
From MaRDI portal
Publication:5378361
Abstract: We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H_1,dots,H_k, of hypotheses. A rejection rule in this setting amounts to a procedure for choosing the stopping point k. This setting is inspired by the sequential nature of many model selection problems, where choosing a stopping point or a model is equivalent to rejecting all hypotheses up to that point and none thereafter. We propose two new testing procedures, and prove that they control the false discovery rate in the ordered testing setting. We also show how the methods can be applied to model selection using recent results on p-values in sequential model selection settings.
Recommendations
- Sequential tests of multiple hypotheses controlling false discovery and nondiscovery rates
- The control of the false discovery rate in fixed sequence multiple testing
- Online rules for control of false discovery rate and false discovery exceedance
- A rejection principle for sequential tests of multiple hypotheses controlling familywise error rates
- FDR control with pseudo-gatekeeping based on a possibly data driven order of the hypotheses
Cited in
(34)- Invited article by M. Gidea: Extreme events and emergency scales
- Hierarchical false discovery rate control for high-dimensional survival analysis with interactions
- Simple expressions of the Lasso and SLOPE estimators in low-dimension
- Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings
- Sequential knockoffs for continuous and categorical predictors: with application to a large psoriatic arthritis clinical trial pool
- A simple forward selection procedure based on false discovery rate control
- A generalized knockoff procedure for FDR control in structural change detection
- Forward-backward selection with early dropping
- A knockoff filter for high-dimensional selective inference
- Exact post-selection inference for the generalized Lasso path
- Multiple testing with the structure-adaptive Benjamini-Hochberg algorithm
- Efficient test-based variable selection for high-dimensional linear models
- Optimal false discovery rate control for large scale multiple testing with auxiliary information
- Online rules for control of false discovery rate and false discovery exceedance
- False discovery rates for large-scale model checking under certain dependence
- A Sequential Significance Test for Treatment by Covariate Interactions
- scientific article; zbMATH DE number 7370550 (Why is no real title available?)
- Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem
- Spatial autocorrelation and unorthodox random 4 variables: the uniform distribution
- Feature-specific inference for penalized regression using local false discovery rates
- Time series graphical Lasso and sparse VAR estimation
- Model selection with mixed variables on the Lasso path
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
- On the power of some sequential multiple testing procedures
- Predictor ranking and false discovery proportion control in high-dimensional regression
- Test of significance for high-dimensional longitudinal data
- Variable selection via adaptive false negative control in linear regression
- α-Investing: a Procedure for Sequential Control of Expected False Discoveries
- Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the r-larger order statistics distribution
- A sequential algorithm for false discovery rate control on directed acyclic graphs
- Smaller p-values via indirect information
- Automated selection of r for the r largest order statistics approach with adjustment for sequential testing
- Combined variance reduction techniques in fully sequential selection procedures
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework
This page was built for publication: Sequential selection procedures and false discovery rate control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5378361)
