arrow
Return

Sequential selection procedures and false discovery rate control

delete2015-07-08
delete106
delete
OA
AI
M
Max G’Sell *
S
Stefan Wager
A
Alexandra Chouldechova
R
Robert Tibshirani
DOI:10.1111/rssb.12122delete
deleteOriginal
deleteShare
deleteSave
View PDF
Abstract

Abstract

En 中文
We consider a multiple-hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block H1,...,Hk of hypotheses. A rejection rule in this setting amounts to a procedure for choosing the stopping point k. This setting is inspired by the sequential nature of many model selection problems, where choosing a stopping point or a model is equivalent to rejecting all hypotheses up to that point and none thereafter. We propose two new testing procedures and prove that they control the false discovery rate in the ordered testing setting. We also show how the methods can be applied to model selection by using recent results on p-values in sequential model selection settings.
Keywords:
False discovery rate
Multiple-hypothesis testing
Sequential testing
Stopping rule
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

J
Journal of the Royal Statistical Society Series B-Statistical Methodology
IF:
3.6
Papers:
1.5K
Citations:
3.2W

Organization

C
Carnegie Mellon University
Scholars:
1.4W
Papers: 1.4W
Citations: 2.7W
S
Stanford University
Scholars:
9.6W
Papers: 8.2W
Citations: 17.0W
Cited Papers

Cited Papers

Vaping, SARS-CoV-2, and Multisystem Inflammatory Syndrome: A Perfect Storm
err2021-05-12
err0
errOAAI
errEsha Brar; Anish Saxena; Claudia Dukler; Fangxi Xu; Deepak Saxena; Preneet Cheema Brar; Yuqi Guo; Xin Li
errShare
errSave
Least angle regression
err2004-04-01
err7.5K
errOAAI
errEfron, B; Hastie, T; Johnstone, I; Tibshirani, R
errShare
errSave
errShare
errSave
errShare
errSave
researcher View more