Sparse-limit approximation for t-statistics

DOI10.1214/24-EJS2238MaRDI QIDQ6442490zbMATH OpenFDO

Authors Micól Tresoldi, Daniel Xiang, P. McCullagh

Publication date 3 July 2023

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-EJS2238

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: In the signal plus noise model, it is of interest to quantify the evidence that a signal is active given conditionally independent replicate observations $Y_j=X+varepsilo{n}_j$ on the signal $X$ at a particular site. We study the problem in which the signal distribution is sparse, and the error distribution has an unknown variance so that the null distribution of the standardized statistic is Student-$t$. The main contribution of this paper is a sparse-mixture approximation to the non-null marginal density of the $t$-ratio. This formula demonstrates the effect of low degrees of freedom on the Bayes factor, or the conditional probability that the site is active. We illustrate some differences on a HIV dataset for gene-expression data previously analyzed by Efron, 2012.

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