返回
A Factor Model Approach to Multiple Testing Under Dependence
DOI:10.1198/jasa.2009.tm08332.png)
摘要
En 中文
The impact of dependence between individual test statistics is currently among the most discussed topics in the multiple testing of high-dimensional data literature, especially since Benjamini and Hochberg (1995) introduced the false discovery rate (FDR). Many papers have first focused on the impact of dependence on the control of the FDR. Sonic more recent works have investigated approaches that account for common information shared by all the variables to stabilize the distribution of the error rates. Similarly, we propose to model this sharing of information by a factor analysis structure for the conditional variance of the test statistics. It is shown that the variance of the number of false discoveries increases along with the fraction of common variance. Test statistics for general linear contrasts are deduced, taking advantage of the common factor structure to reduce the variance of the error rates, A conditional FDR estimate is proposed and the overall performance of multiple testing procedure is shown to be markedly improved, regarding the nondiscovery rate, with respect to classical procedures. The present methodology is also assessed by comparison with leading multiple testing methods.
Keyword:
Factor analysis
False discovery rate
Multiple-hypothesis testing
Nondiscovery rate
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
J
IF:
3
论文数:
5.2K
被引数:
4.8W
机构
引用论文
Oxidation and Deuterium Uptake of Zr-2.5Nb Pressure Tubes in CANDU-PHW ReactorsZr-2.5Nb压力管在CANDU-PHW反应堆中的氧化和氘摄取

