Title
Multiple Testing under Dependence via Semiparametric Graphical Models.
Abstract
It has been shown that graphical models can be used to leverage the dependence in large-scale multiple testing problems with significantly improved performance (Sun & Cai, 2009; Liu et al., 2012). These graphical models are fully parametric and require that we know the parameterization of f 1 - the density function of the test statistic under the alternative hypothesis. However in practice, f 1 is often heterogeneous, and cannot be estimated with a simple parametric distribution. We propose a novel semiparametric approach for multiple testing under dependence, which estimates f 1 adaptively. This semiparametric approach exactly generalizes the local FDR procedure (Efron et al., 2001) and connects with the BH procedure (Benjamini & Hochberg, 1995). A variety of simulations show that our semiparametric approach outperforms classical procedures which assume independence and the parametric approaches which capture dependence.
Year
Venue
Keywords
2014
ICML
biomedical research,bioinformatics
Field
DocType
Volume
Alternative hypothesis,Parametrization,Test statistic,Computer science,Multiple comparisons problem,Parametric statistics,Artificial intelligence,Graphical model,Probability density function,Machine learning
Conference
2014
Citations 
PageRank 
References 
1
0.37
7
Authors
4
Name
Order
Citations
PageRank
Jie Liu110.71
Chunming Zhang271.88
Elizabeth S. Burnside319927.84
David Page453361.12