Empirical Bayes methods for controlling the false discovery rate with dependent data

False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the properties of such procedures for test statistics with certain types of stochastic dependence. Based on an approach proposed in Tang and Zhang (2005), we further develop in this paper empirical Bayes methods for controlling the FDR with dependent data. We implement our methodology in a time series model and report the results of a simulation study to demonstrate the advantages of the empirical Bayes approach.Comment: Published at http://dx.doi.org/10.1214/074921707000000111 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Wavelet Galerkin method for fractional elliptic differential equations

Under the guidance of the general theory developed for classical partial differential equations (PDEs), we investigate the Riesz bases of wavelets in the spaces where fractional PDEs usually work, and their applications in numerically solving fractional elliptic differential equations (FEDEs). The technique issues are solved and the detailed algorithm descriptions are provided. Compared with the ordinary Galerkin methods, the wavelet Galerkin method we propose for FEDEs has the striking benefit of efficiency, since the condition numbers of the corresponding stiffness matrixes are small and uniformly bounded; and the Toeplitz structure of the matrix still can be used to reduce cost. Numerical results and comparison with the ordinary Galerkin methods are presented to demonstrate the advantages of the wavelet Galerkin method we provide.Comment: 20 pages, 0 figure