19,545 research outputs found
Unsupervised empirical Bayesian multiple testing with external covariates
In an empirical Bayesian setting, we provide a new multiple testing method,
useful when an additional covariate is available, that influences the
probability of each null hypothesis being true. We measure the posterior
significance of each test conditionally on the covariate and the data, leading
to greater power. Using covariate-based prior information in an unsupervised
fashion, we produce a list of significant hypotheses which differs in length
and order from the list obtained by methods not taking covariate-information
into account. Covariate-modulated posterior probabilities of each null
hypothesis are estimated using a fast approximate algorithm. The new method is
applied to expression quantitative trait loci (eQTL) data.Comment: Published in at http://dx.doi.org/10.1214/08-AOAS158 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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Covariate-assisted ranking and screening for large-scale two-sample inference
Two-sample multiple testing has a wide range of applications. The conventionalpractice first reduces the original observations to a vector of p-values and then chooses a cutoffto adjust for multiplicity. However, this data reduction step could cause significant loss ofinformation and thus lead to suboptimal testing procedures.We introduce a new framework fortwo-sample multiple testing by incorporating a carefully constructed auxiliary variable in inferenceto improve the power. A data-driven multiple-testing procedure is developed by employinga covariate-assisted ranking and screening (CARS) approach that optimally combines the informationfrom both the primary and the auxiliary variables. The proposed CARS procedureis shown to be asymptotically valid and optimal for false discovery rate control. The procedureis implemented in the R package CARS. Numerical results confirm the effectiveness of CARSin false discovery rate control and show that it achieves substantial power gain over existingmethods. CARS is also illustrated through an application to the analysis of a satellite imagingdata set for supernova detection
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