Rejoinder: Microarrays, Empirical Bayes and the Two-Groups Model

Rejoinder to ``Microarrays, Empirical Bayes and the Two-Groups Model'' [arXiv:0808.0572]Comment: Published in at http://dx.doi.org/10.1214/08-STS236REJ the Statistical Science (http://www.imstat.org/sts/) 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

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

Are a set of microarrays independent of each other?

Having observed an $m\times n$ matrix $X$ whose rows are possibly correlated, we wish to test the hypothesis that the columns are independent of each other. Our motivation comes from microarray studies, where the rows of $X$ record expression levels for $m$ different genes, often highly correlated, while the columns represent $n$ individual microarrays, presumably obtained independently. The presumption of independence underlies all the familiar permutation, cross-validation and bootstrap methods for microarray analysis, so it is important to know when independence fails. We develop nonparametric and normal-theory testing methods. The row and column correlations of $X$ interact with each other in a way that complicates test procedures, essentially by reducing the accuracy of the relevant estimators.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS236 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Rejoinder: The Future of Indirect Evidence

Rejoinder to "The Future of Indirect Evidence" [arXiv:1012.1161]Comment: Published in at http://dx.doi.org/10.1214/10-STS308REJ the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

On testing the significance of sets of genes

This paper discusses the problem of identifying differentially expressed groups of genes from a microarray experiment. The groups of genes are externally defined, for example, sets of gene pathways derived from biological databases. Our starting point is the interesting Gene Set Enrichment Analysis (GSEA) procedure of Subramanian et al. [Proc. Natl. Acad. Sci. USA 102 (2005) 15545--15550]. We study the problem in some generality and propose two potential improvements to GSEA: the maxmean statistic for summarizing gene-sets, and restandardization for more accurate inferences. We discuss a variety of examples and extensions, including the use of gene-set scores for class predictions. We also describe a new R language package GSA that implements our ideas.Comment: Published at http://dx.doi.org/10.1214/07-AOAS101 in the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Discurso de investidura como Doctor Honoris Causa del Profesor Doctor D. Bradley Efron

Nombrado Doctor Honoris Causa en el acto de apertura del curso 98/9