Title
Sequential Monte Carlo multiple testing
Abstract
Motivation: In molecular biology, as in many other scientific fields, the scale of analyses is ever increasing. Often, complex Monte Carlo simulation is required, sometimes within a large-scale multiple testing setting. The resulting computational costs may be prohibitively high. Results: We here present MCFDR, a simple, novel algorithm for false discovery rate (FDR) modulated sequential Monte Carlo (MC) multiple hypothesis testing. The algorithm iterates between adding MC samples across tests and calculating intermediate FDR values for the collection of tests. MC sampling is stopped either by sequential MC or based on a threshold on FDR. An essential property of the algorithm is that it limits the total number of MC samples whatever the number of true null hypotheses. We show on both real and simulated data that the proposed algorithm provides large gains in computational efficiency. Availability: MCFDR is implemented in the Genomic HyperBrowser ( http://hyperbrowser.uio.no/mcfdr), a web-based system for genome analysis. All input data and results are available and can be reproduced through a Galaxy Pages document at: http://hyperbrowser.uio.no/mcfdr/u/sandve/p/mcfdr. Contact: geirksa@ifi.uio.no
Year
DOI
Venue
2011
10.1093/bioinformatics/btr568
Bioinformatics
Keywords
Field
DocType
algorithms,genome wide association study,genomics,computer simulation,monte carlo method,histone code
Monte Carlo method,False discovery rate,Null hypothesis,Computer science,Particle filter,Multiple comparisons problem,Hybrid Monte Carlo,Sampling (statistics),Bioinformatics,Iterated function
Journal
Volume
Issue
ISSN
27
23
1367-4803
Citations 
PageRank 
References 
2
0.49
5
Authors
3
Name
Order
Citations
PageRank
Geir K Sandve123618.27
Egil Ferkingstad272.09
Ståle Nygård3402.62