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Within a Bayesian decision theoretic framework we investigate some asymptotic optimality properties of a large class of multiple testing rules. A parametric setup is considered, in which observations come from a normal scale mixture model…

Statistics Theory · Mathematics 2012-11-22 Małgorzata Bogdan , Arijit Chakrabarti , Florian Frommlet , Jayanta K. Ghosh

In the spirit of modeling inference for microarrays as multiple testing for sparse mixtures, we present a similar approach to a simplified version of quantitative trait loci (QTL) mapping. Unlike in case of microarrays, where the number of…

Statistics Theory · Mathematics 2008-12-18 Małgorzata Bogdan , Jayanta K. Ghosh , Surya T. Tokdar

This paper investigates asymptotic minimaxity properties of Bayesian multiple testing rules in the sparse Gaussian sequence model using a broad class of global-local scale mixtures of normals as priors for the means. Minimaxity is studied…

Statistics Theory · Mathematics 2026-01-28 Sayantan Paul , Prasenjit Ghosh , Arijit Chakrabarti

Consider the problem of simultaneous testing for the means of independent normal observations. In this paper, we study some asymptotic optimality properties of certain multiple testing rules induced by a general class of one-group shrinkage…

Statistics Theory · Mathematics 2015-06-11 Prasenjit Ghosh , Xueying Tang , Malay Ghosh , Arijit Chakrabarti

Recent results concerning asymptotic Bayes-optimality under sparsity (ABOS) of multiple testing procedures are extended to fairly generally distributed effect sizes under the alternative. An asymptotic framework is considered where both the…

Statistics Theory · Mathematics 2011-07-13 Florian Frommlet , Arijit Chakrabarti , Magdalena Murawska , Malgorzata Bogdan

In this article, we investigate the asymptotic properties of Bayesian multiple testing procedures under general dependent setup, when the sample size and the number of hypotheses both tend to infinity. Specifically, we investigate strong…

Statistics Theory · Mathematics 2020-05-14 Noirrit Kiran Chandra , Sourabh Bhattacharya

We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…

Statistics Theory · Mathematics 2023-06-09 Kang Wang , Subhashis Ghosal

Here we address dependence among the test statistics in connection with asymptotically Bayes' optimal tests in presence of sparse alternatives. Extending the setup in Bogdan et.al. (2011) we consider an equicorrelated ( with equal…

Methodology · Statistics 2022-08-29 Rahul Roy , Subir Kumar Bhandari

When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…

Statistics Theory · Mathematics 2019-12-24 Natsuki Kariya , Sumio Watanabe

Consider a situation of analyzing high-dimensional count data containing an excess of near-zero counts with a small number of moderate or large counts. Assuming that the observations are modeled by a Poisson distribution, we are interested…

Statistics Theory · Mathematics 2025-11-27 Sayantan Paul , Arijit Chakrabarti

This paper proposes a procedure to obtain monotone estimates of both the local and the tail false discovery rates that arise in large-scale multiple testing. The proposed monotonization is asymptotically optimal for controlling the false…

Methodology · Statistics 2013-12-16 Joong-Ho Won , Johan Lim , Donghyeon Yu , Byung Soo Kim , Kyunga Kim

A common task in high-throughput biology is to screen for associations across thousands of units of interest, e.g., genes or proteins. Often, the data for each unit are modeled as Gaussian measurements with unknown mean and variance and are…

Statistics Theory · Mathematics 2024-10-01 Nikolaos Ignatiadis , Bodhisattva Sen

In this paper we study the asymptotic properties of Bayesian multiple testing procedures for a large class of Gaussian scale mixture pri- ors. We study two types of multiple testing risks: a Bayesian risk proposed in Bogdan et al. (2011)…

Statistics Theory · Mathematics 2017-11-27 Jean-Bernard Salomond

In this paper, we develop Bayes and maximum a posteriori probability (MAP) approaches to monotonicity testing. In order to simplify this problem, we consider a simple white Gaussian noise model and with the help of the Haar transform we…

Statistics Theory · Mathematics 2019-09-23 Yuri Golubev , Christophe Pouet

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

We revisit the problem of simultaneously testing the means of $n$ independent normal observations under sparsity. We take a Bayesian approach to this problem by introducing a scale-mixture prior known as the normal-beta prime (NBP) prior.…

Methodology · Statistics 2020-07-29 Ray Bai , Malay Ghosh

We study asymptotic properties of Bayesian multiple testing procedures and provide sufficient conditions for strong consistency under general dependence structure. We also consider a novel Bayesian multiple testing procedure and associated…

Statistics Theory · Mathematics 2020-05-15 Noirrit K. Chandra , Sourabh Bhattacharya

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

Statistics Theory · Mathematics 2019-01-14 Anupam Kundu , Subir Kumar Bhandari

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

In this article, we propose a novel Bayesian multiple testing formulation for model and variable selection in inverse setups, judiciously embedding the idea of inverse reference distributions proposed by Bhattacharya (2013) in a mixture…

Statistics Theory · Mathematics 2020-07-16 Debashis Chatterjee , Sourabh Bhattacharya
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