Location of Repository

Oracle and adaptive compound decision rules for false discovery rate control

By Wenguang Sun, T. Tony and C Ai

Abstract

We develop a compound decision theory framework for multiple-testing problems and derive an oracle rule based on the z values that minimizes the false nondiscovery rate (FNR) subject to a constraint on the false discovery rate (FDR). We show that many commonly used multiple-testing procedures, which are p value–based, are inefficient, and propose an adaptive procedure based on the z values. The z value–based adaptive procedure asymptotically attains the performance of the z value oracle procedure and is more efficient than the conventional p value–based methods. We investigate the numerical performance of the adaptive procedure using both simulated and real data. In particular, we demonstrate our method in an analysis of the microarray data from a human immunodeficiency virus study that involves testing a large number of hypotheses simultaneously

Topics: KEY WORDS, Adaptive procedure, Compound decision rule, False discovery rate, Local false discovery rate, Monotone likelihood ratio, Weighted classification
Year: 2007
OAI identifier: oai:CiteSeerX.psu:10.1.1.321.4426
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://www-stat.wharton.upenn.... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.