Empirical null and false discovery rate inference for exponential families

DOI10.1214/08-AOAS184zbMATH Open1158.62047arXiv0901.4007OpenAlexW3104338898MaRDI QIDQ999664FDOQ999664

Authors: Armin Schwartzman 

Publication date: 10 February 2009

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

Abstract: In large scale multiple testing, the use of an empirical null distribution rather than the theoretical null distribution can be critical for correct inference. This paper proposes a ``mode matching method for fitting an empirical null when the theoretical null belongs to any exponential family. Based on the central matching method for $z$-scores, mode matching estimates the null density by fitting an appropriate exponential family to the histogram of the test statistics by Poisson regression in a region surrounding the mode. The empirical null estimate is then used to estimate local and tail false discovery rate (FDR) for inference. Delta-method covariance formulas and approximate asymptotic bias formulas are provided, as well as simulation studies of the effect of the tuning parameters of the procedure on the bias-variance trade-off. The standard FDR estimates are found to be biased down at the far tails. Correlation between test statistics is taken into account in the covariance estimates, providing a generalization of Efron's ``wing function for exponential families. Applications with $ch{i}^2$ statistics are shown in a family-based genome-wide association study from the Framingham Heart Study and an anatomical brain imaging study of dyslexia in children.

Full work available at URL: https://arxiv.org/abs/0901.4007

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zbMATH Keywords

mixture modelmultiple comparisonsmultiple testingPoisson regressiongenome-wide associationbrain imaging

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Order statistics; empirical distribution functions (62G30) Paired and multiple comparisons; multiple testing (62J15)

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Cited In (17)

• Monotone false discovery rate
• Nonparametric false discovery rate control for identifying simultaneous signals
• False discovery rate control with unknown null distribution: is it possible to mimic the oracle?
• An empirical Bayes mixture method for effect size and false discovery rate estimation
• Rank verification for exponential families
• On fuzzy familywise error rate and false discovery rate procedures for discrete distributions
• Estimation of linear projections of non-sparse coefficients in high-dimensional regression
• An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices
• Estimating the null distribution to adjust observed confidence levels for genome-scale screening
• An empirical Bayes approach for the identification of long-range chromosomal interaction from Hi-C data
• Multiple testing approaches for hypotheses in integrative genomics
• Adaptive local false discovery rate procedures for highly spiky data and their application RNA sequencing data of yeast SET4 deletion mutants
• A novel characterization of the generalized family wise error rate using empirical null distributions
• Power-enhanced multiple decision functions controlling family-wise error and false discovery rates
• Empirical null estimation using zero-inflated discrete mixture distributions and its application to protein domain data
• Large-Scale Simultaneous Hypothesis Testing
• On improving some adaptive BH procedures controlling the FDR under dependence

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