Authors
Ang Li, Rina Foygel Barber
Publication date
2019/2
Journal
Journal of the Royal Statistical Society Series B: Statistical Methodology
Volume
81
Issue
1
Pages
45-74
Publisher
Oxford University Press
Description
In multiple-testing problems, where a large number of hypotheses are tested simultaneously, false discovery rate (FDR) control can be achieved with the well-known Benjamini–Hochberg procedure, which a(0, 1]dapts to the amount of signal in the data, under certain distributional assumptions. Many modifications of this procedure have been proposed to improve power in scenarios where the hypotheses are organized into groups or into a hierarchy, as well as other structured settings. Here we introduce the ‘structure-adaptive Benjamini–Hochberg algorithm’ (SABHA) as a generalization of these adaptive testing methods. The SABHA method incorporates prior information about any predetermined type of structure in the pattern of locations of the signals and nulls within the list of hypotheses, to reweight the p-values in a data-adaptive way. This raises the power by making more discoveries in regions where …
Total citations
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Scholar articles
A Li, RF Barber - Journal of the Royal Statistical Society Series B …, 2019