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The local false discovery rate (lfdr) of Efron et al. (2001) enjoys major conceptual and decision-theoretic advantages over the false discovery rate (FDR) as an error criterion in multiple testing, but is only well-defined in Bayesian…

Statistics Theory · Mathematics 2025-02-25 Daniel Xiang , Jake A. Soloff , William Fithian

New problems arise when the standard theory of joint detection and estimation is applied to a set of signals drawn from a continuous family; decision thresholds must be determined as a function of the continuous parameter x characterizing…

Statistics Theory · Mathematics 2014-07-17 D. Michael Milder , Robert G. Lindgren , Morris M. Berman

When testing multiple hypothesis in a survey --e.g. many different source locations, template waveforms, and so on-- the final result consists in a set of confidence intervals, each one at a desired confidence level. But the probability…

General Relativity and Quantum Cosmology · Physics 2009-11-11 L. Baggio , G. A. Prodi

By restricting the possible values of the proportion of null hypotheses that are true, the local false discovery rate (LFDR) can be estimated using as few as one comparison. The proportion of proteins with equivalent abundance was estimated…

Methodology · Statistics 2011-05-13 David R. Bickel

Multiple comparison procedures that control a family-wise error rate or false discovery rate provide an achieved error rate as the adjusted p-value for each hypothesis tested. However, since such p-values are not probabilities that the null…

Methodology · Statistics 2013-09-03 David R. Bickel

We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…

Methodology · Statistics 2014-02-10 Gilles Blanchard , Sylvain Delattre , Etienne Roquain

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

Applications · Statistics 2013-04-04 Van Hanh Nguyen , Catherine Matias

Modern scientific technology has provided a new class of large-scale simultaneous inference problems, with thousands of hypothesis tests to consider at the same time. Microarrays epitomize this type of technology, but similar situations…

Statistics Theory · Mathematics 2007-11-06 Bradley Efron

We study the rate of decay of the probability of error for distinguishing between a sparse signal with noise, modeled as a sparse mixture, from pure noise. This problem has many applications in signal processing, evolutionary biology,…

Information Theory · Computer Science 2016-12-28 Jonathan G. Ligo , George V. Moustakides , Venugopal V. Veeravalli

There are a number of ways to test for the absence/presence of a spatial signal in a completely observed fine-resolution image. One of these is a powerful nonparametric procedure called Enhanced False Discovery Rate (EFDR). A drawback of…

Methodology · Statistics 2020-10-20 Hsin-Cheng Huang , Noel Cressie , Andrew Zammit-Mangion , Guowen Huang

We propose a semiparametric mixture model to estimate local false discovery rates in multiple testing problems. The two pilars of the proposed approach are Efron's empirical null principle and log-concave density estimation for the…

Methodology · Statistics 2016-04-15 Seok-Oh Jeong , Dongseok Choi , Woncheol Jang

Despite the popularity of the false discovery rate (FDR) as an error control metric for large-scale multiple testing, its close Bayesian counterpart the local false discovery rate (lfdr), defined as the posterior probability that a…

Methodology · Statistics 2023-09-22 Jake A. Soloff , Daniel Xiang , William Fithian

Multiple hypothesis testing has been widely applied to problems dealing with high-dimensional data, e.g., selecting significant variables and controlling the selection error rate. The most prevailing measure of error rate used in the…

Methodology · Statistics 2022-06-07 Xiaoya Sun , Yan Fu

We study the properties of false discovery rate (FDR) thresholding, viewed as a classification procedure. The "0"-class (null) is assumed to have a known density while the "1"-class (alternative) is obtained from the "0"-class either by…

Methodology · Statistics 2013-03-06 Pierre Neuvial , Etienne Roquain

The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or…

Methodology · Statistics 2023-06-02 Martin Gölz , Tanuj Hasija , Michael Muma , Abdelhak M. Zoubir

We consider a multiple hypothesis testing problem in a sensor network over the joint spatio-temporal domain. The sensor network is modeled as a graph, with each vertex representing a sensor and a signal over time associated with each…

Signal Processing · Electrical Eng. & Systems 2025-01-23 Xingchao Jian , Martin Gölz , Feng Ji , Wee Peng Tay , Abdelhak M. Zoubir

It is frequently of interest to jointly analyze multiple sequences of multiple tests in order to identify simultaneous signals, defined as features tested in multiple studies whose test statistics are non-null in each. In many problems,…

Methodology · Statistics 2019-01-16 Sihai Dave Zhao , Yet Tien Nguyen

In a range of genomic applications, it is of interest to quantify the evidence that the signal at site~$i$ is active given conditionally independent replicate observations summarized by the sample mean and variance $(\bar Y, s^2)$ at each…

Statistics Theory · Mathematics 2023-12-20 Micol Tresoldi , Daniel Xiang , Peter McCullagh

The term "false-alarm probability" denotes the probability that at least one out of M independent power values in a prescribed search band of a power spectrum computed from a white-noise time series is expected to be as large as or larger…

High Energy Physics - Phenomenology · Physics 2014-11-21 Peter A. Sturrock , Jeffrey D. Scargle

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
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