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Simultaneous Testing of Grouped Hypotheses: Finding Needles in Multiple Haystacks
| Content Provider | Semantic Scholar |
|---|---|
| Author | Cai, T. Tony Sun, Wenguang |
| Copyright Year | 2009 |
| Abstract | In large-scale multiple testing problems, data are often collected from heterogeneous sources and hypotheses form into groups that exhibit different characteristics. Conventional approaches, including the pooled and separate analyses, fail to efficiently utilize the external grouping information. We develop a compound decision theoretic framework for testing grouped hypotheses and introduce an oracle procedure that minimizes the false nondiscovery rate subject to a constraint on the false discovery rate. It is shown that both the pooled and separate analyses can be uniformly improved by the oracle procedure. We then propose a data-driven procedure that is shown to be asymptotically optimal. Simulation studies show that our procedures enjoy superior performance and yield the most accurate results in comparison with both the pooled and separate procedures. A real-data example with grouped hypotheses is studied in detail using different methods. Both theoretical and numerical results demonstrate that exploit... |
| Starting Page | 1467 |
| Ending Page | 1481 |
| Page Count | 15 |
| File Format | PDF HTM / HTML |
| DOI | 10.1198/jasa.2009.tm08415 |
| Volume Number | 104 |
| Alternate Webpage(s) | http://www-stat.wharton.upenn.edu/~tcai/paper/FDR-MultiGroup.pdf |
| Alternate Webpage(s) | http://ljsavage.wharton.upenn.edu/~tcai/paper/FDR-MultiGroup.pdf |
| Alternate Webpage(s) | http://www4.stat.ncsu.edu/~sun/Papers/FDR-Group.pdf |
| Alternate Webpage(s) | https://faculty.wharton.upenn.edu/wp-content/uploads/2012/04/FDR-MultiGroup.pdf |
| Alternate Webpage(s) | http://stat.wharton.upenn.edu/~tcai/paper/FDR-MultiGroup.pdf |
| Alternate Webpage(s) | https://repository.upenn.edu/cgi/viewcontent.cgi?article=1108&context=statistics_papers |
| Alternate Webpage(s) | http://www.stat.cmu.edu/~jiashun/imschina/pdf/invited/cai@tony.pdf |
| Alternate Webpage(s) | https://doi.org/10.1198/jasa.2009.tm08415 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
