On-line control of false discovery rates for multiple datastreams

DOI10.1016/J.JSPI.2017.10.006MaRDI QIDQ680387zbMATH OpenOpenAlexFDO

Authors Lilun Du, Changliang Zou

Publication date 23 January 2018

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2017.10.006

zbMATH Keywords

statistical process controlhigh dimensional dataFDRfalse discovery ratesEWMAweak dependence structure

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Paired and multiple comparisons; multiple testing (62J15)

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• On-line monitoring data quality of high-dimensional data streams

Cites work

• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
• An approach to the probability distribution of cusum run length
• Efficient scalable schemes for monitoring a large number of data streams
• Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
• Multivariate sign-based high-dimensional tests for sphericity
• Multivariate statistical process control using Lasso
• Non-restarting cumulative sum charts and control of the false discovery rate
• Probability. Theory and examples.
• Sequential multi-sensor change-point detection
• Single-index modulated multiple testing
• Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
• Strong laws of large numbers for weakly correlated random variables
• The control of the false discovery rate in multiple testing under dependency.

Cited in

(12)

• Fault classification for high‐dimensional data streams: A directional diagnostic framework based on multiple hypothesis testing
• A process monitoring scheme controlling false discovery rate
• A Diagnostic Procedure for High-Dimensional Data Streams via Missed Discovery Rate Control
• False discovery rate approach to dynamic change detection
• Knockoff procedure for false discovery rate control in high-dimensional data streams
• Sequential tests of multiple hypotheses controlling false discovery and nondiscovery rates
• Non-restarting cumulative sum charts and control of the false discovery rate
• Structure–Adaptive Sequential Testing for Online False Discovery Rate Control
• Change-point testing for parallel data sets with FDR control
• On-line monitoring data quality of high-dimensional data streams
• Joint Diagnosis of High-Dimensional Process Mean and Covariance Matrix based on Bayesian Model Selection
• Online rules for control of false discovery rate and false discovery exceedance

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