Empirical Bayes estimation of posterior probabilities of enrichment

To interpret differentially expressed genes or other discovered features, researchers conduct hypothesis tests to determine which biological categories such as those of the Gene Ontology (GO) are enriched in the sense of having differential representation among the discovered features. We study application of better estimators of the local false discovery rate (LFDR), a probability that the biological category has equivalent representation among the preselected features. We identified three promising estimators of the LFDR for detecting differential representation: a semiparametric estimator (SPE), a normalized maximum likelihood estimator (NMLE), and a maximum likelihood estimator (MLE). We found that the MLE performs at least as well as the SPE for on the order of 100 of GO categories even when the ideal number of components in its underlying mixture model is unknown. However, the MLE is unreliable when the number of GO categories is small compared to the number of PMM components. Thus, if the number of categories is on the order of 10, the SPE is a more reliable LFDR estimator. The NMLE depends not only on the data but also on a specified value of the prior probability of differential representation. It is therefore an appropriate LFDR estimator only when the number of GO categories is too small for application of the other methods. For enrichment detection, we recommend estimating the LFDR by the MLE given at least a medium number (~100) of GO categories, by the SPE given a small number of GO categories (~10), and by the NMLE given a very small number (~1) of GO categories.Comment: exhaustive revision of Zhenyu Yang and David R. Bickel, "Minimum Description Length Measures of Evidence for Enrichment" (December 2010). COBRA Preprint Series. Article 76. http://biostats.bepress.com/cobra/ps/art7

Multiple testing procedures under confounding

While multiple testing procedures have been the focus of much statistical research, an important facet of the problem is how to deal with possible confounding. Procedures have been developed by authors in genetics and statistics. In this chapter, we relate these proposals. We propose two new multiple testing approaches within this framework. The first combines sensitivity analysis methods with false discovery rate estimation procedures. The second involves construction of shrinkage estimators that utilize the mixture model for multiple testing. The procedures are illustrated with applications to a gene expression profiling experiment in prostate cancer.Comment: Published in at http://dx.doi.org/10.1214/193940307000000176 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Optimal classifier selection and negative bias in error rate estimation: An empirical study on high-dimensional prediction

In biometric practice, researchers often apply a large number of different methods in a "trial-and-error" strategy to get as much as possible out of their data and, due to publication pressure or pressure from the consulting customer, present only the most favorable results. This strategy may induce a substantial optimistic bias in prediction error estimation, which is quantitatively assessed in the present manuscript. The focus of our work is on class prediction based on high-dimensional data (e.g. microarray data), since such analyses are particularly exposed to this kind of bias. In our study we consider a total of 124 variants of classifiers (possibly including variable selection or tuning steps) within a cross-validation evaluation scheme. The classifiers are applied to original and modified real microarray data sets, some of which are obtained by randomly permuting the class labels to mimic non-informative predictors while preserving their correlation structure. We then assess the minimal misclassification rate over the different variants of classifiers in order to quantify the bias arising when the optimal classifier is selected a posteriori in a data-driven manner. The bias resulting from the parameter tuning (including gene selection parameters as a special case) and the bias resulting from the choice of the classification method are examined both separately and jointly. We conclude that the strategy to present only the optimal result is not acceptable, and suggest alternative approaches for properly reporting classification accuracy

A statistical framework for the design of microarray experiments and effective detection of differential gene expression

Four reasons why you might wish to read this paper: 1. We have devised a new statistical T test to determine differentially expressed genes (DEG) in the context of microarray experiments. This statistical test adds a new member to the traditional T-test family. 2. An exact formula for calculating the detection power of this T test is presented, which can also be fairly easily modified to cover the traditional T tests. 3. We have presented an accurate yet computationally very simple method to estimate the fraction of non-DEGs in a set of genes being tested. This method is superior to an existing one which is computationally much involved. 4. We approach the multiple testing problem from a fresh angle, and discuss its relation to the classical Bonferroni procedure and to the FDR (false discovery rate) approach. This is most useful in the analysis of microarray data, where typically several thousands of genes are being tested simultaneously.Comment: 9 pages, 1 table; to appear in Bioinformatic

Microarrays, Empirical Bayes and the Two-Groups Model

The classic frequentist theory of hypothesis testing developed by Neyman, Pearson and Fisher has a claim to being the twentieth century's most influential piece of applied mathematics. Something new is happening in the twenty-first century: high-throughput devices, such as microarrays, routinely require simultaneous hypothesis tests for thousands of individual cases, not at all what the classical theory had in mind. In these situations empirical Bayes information begins to force itself upon frequentists and Bayesians alike. The two-groups model is a simple Bayesian construction that facilitates empirical Bayes analysis. This article concerns the interplay of Bayesian and frequentist ideas in the two-groups setting, with particular attention focused on Benjamini and Hochberg's False Discovery Rate method. Topics include the choice and meaning of the null hypothesis in large-scale testing situations, power considerations, the limitations of permutation methods, significance testing for groups of cases (such as pathways in microarray studies), correlation effects, multiple confidence intervals and Bayesian competitors to the two-groups model.Comment: This paper commented in: [arXiv:0808.0582], [arXiv:0808.0593], [arXiv:0808.0597], [arXiv:0808.0599]. Rejoinder in [arXiv:0808.0603]. Published in at http://dx.doi.org/10.1214/07-STS236 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

An adaptive significance threshold criterion for massive multiple hypotheses testing

This research deals with massive multiple hypothesis testing. First regarding multiple tests as an estimation problem under a proper population model, an error measurement called Erroneous Rejection Ratio (ERR) is introduced and related to the False Discovery Rate (FDR). ERR is an error measurement similar in spirit to FDR, and it greatly simplifies the analytical study of error properties of multiple test procedures. Next an improved estimator of the proportion of true null hypotheses and a data adaptive significance threshold criterion are developed. Some asymptotic error properties of the significant threshold criterion is established in terms of ERR under distributional assumptions widely satisfied in recent applications. A simulation study provides clear evidence that the proposed estimator of the proportion of true null hypotheses outperforms the existing estimators of this important parameter in massive multiple tests. Both analytical and simulation studies indicate that the proposed significance threshold criterion can provide a reasonable balance between the amounts of false positive and false negative errors, thereby complementing and extending the various FDR control procedures. S-plus/R code is available from the author upon request.Comment: Published at http://dx.doi.org/10.1214/074921706000000392 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Size, power and false discovery rates

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 arise in proteomics, spectroscopy, imaging, and social science surveys. This paper uses false discovery rate methods to carry out both size and power calculations on large-scale problems. A simple empirical Bayes approach allows the false discovery rate (fdr) analysis to proceed with a minimum of frequentist or Bayesian modeling assumptions. Closed-form accuracy formulas are derived for estimated false discovery rates, and used to compare different methodologies: local or tail-area fdr's, theoretical, permutation, or empirical null hypothesis estimates. Two microarray data sets as well as simulations are used to evaluate the methodology, the power diagnostics showing why nonnull cases might easily fail to appear on a list of ``significant'' discoveries.Comment: Published in at http://dx.doi.org/10.1214/009053606000001460 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org