التفاصيل البيبلوغرافية
| العنوان: |
Simultaneous false discovery proportion bounds via knockoffs and closed testing. |
| المؤلفون: |
Li, Jinzhou1 (AUTHOR) jinzhoul@stanford.edu, Maathuis, Marloes H2 (AUTHOR), Goeman, Jelle J3 (AUTHOR) |
| المصدر: |
Journal of the Royal Statistical Society: Series B (Statistical Methodology). Sep2024, Vol. 86 Issue 4, p966-986. 21p. |
| مصطلحات موضوعية: |
INTERPOLATION, GENERALIZATION, COLLECTIONS, ERROR rates |
| مستخلص: |
We propose new methods to obtain simultaneous false discovery proportion bounds for knockoff-based approaches. We first investigate an approach based on Janson and Su's k -familywise error rate control method and interpolation. We then generalize it by considering a collection of k values, and show that the bound of Katsevich and Ramdas is a special case of this method and can be uniformly improved. Next, we further generalize the method by using closed testing with a multi-weighted-sum local test statistic. This allows us to obtain a further uniform improvement and other generalizations over previous methods. We also develop an efficient shortcut for its implementation. We compare the performance of our proposed methods in simulations and apply them to a data set from the UK Biobank. [ABSTRACT FROM AUTHOR] |
|
Copyright of Journal of the Royal Statistical Society: Series B (Statistical Methodology) is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) |
| قاعدة البيانات: |
Business Source Index |