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Y: On the adaptive control of the false discovery rate in multiple testing with independent statistics (0)

by Y Benjamini, Hochberg
Venue:J Educ Behav Stat
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The positive false discovery rate: A Bayesian interpretation and the q-value

by D. Storey - Annals of Statistics , 2003
"... Multiple hypothesis testing is concerned with controlling the rate of false positives when testing several hypotheses simultaneously. One multiple hypothesis testing error measure is the false discovery rate (FDR), which is loosely defined to be the expected proportion of false positives among all s ..."
Abstract - Cited by 96 (1 self) - Add to MetaCart
Multiple hypothesis testing is concerned with controlling the rate of false positives when testing several hypotheses simultaneously. One multiple hypothesis testing error measure is the false discovery rate (FDR), which is loosely defined to be the expected proportion of false positives among all significant hypotheses. The FDR is especially appropriate for exploratory analyses in which one is interested in finding several significant results among many tests. In this work, we introduce a modified version of the FDR called the “positive false discovery rate ” (pFDR). We discuss the advantages and disadvantages of the pFDR and investigate its statistical properties. When assuming the test statistics follow a mixture distribution, we show that the pFDR can be written as a Bayesian posterior probability and can be connected to classification theory. These properties remain asymptotically true under fairly general conditions, even under certain forms of dependence. Also, a new quantity called the “q-value ” is introduced and investigated, which is a natural “Bayesian posterior p-value, ” or rather the pFDR analogue of the p-value.

Thresholding of statistical maps in functional neuroimaging using the false discovery rate

by Christopher R. Genovese, Nicole A. Lazar, Thomas Nichols - Neuroimage , 2002
"... Finding objective and effective thresholds for voxelwise statistics derived from neuroimaging data has been a long-standing problem. With at least one test performed for every voxel in an image, some correction of the thresholds is needed to control the error rates, but standard procedures for multi ..."
Abstract - Cited by 90 (1 self) - Add to MetaCart
Finding objective and effective thresholds for voxelwise statistics derived from neuroimaging data has been a long-standing problem. With at least one test performed for every voxel in an image, some correction of the thresholds is needed to control the error rates, but standard procedures for multiple hypothesis testing (e.g., Bonferroni) tend to not be sensitive enough to be useful in this context. This paper introduces to the neuroscience literature statistical procedures for controlling the false discovery rate (FDR). Recent theoretical work in statistics suggests that FDR-controlling procedures will be effective for the analysis of neuroimaging data. These procedures operate simultaneously on all voxelwise test statistics to determine which tests should be considered statistically significant. The innovation of the procedures is that they control the expected proportion of the rejected hypotheses that are falsely rejected. We demonstrate this approach using both simulations and functional magnetic resonance imaging data from two

Microarrays, Empirical Bayes Methods, and False Discovery Rates

by Bradley Efron, John D. Storey, Robert Tibshirani - Genet. Epidemiol , 2001
"... In a classic two-sample problem one might use Wilcoxon's statistic to test for a dierence between Treatment and Control subjects. The analogous microarray experiment yields thousands of Wilcoxon statistics, one for each gene on the array, and confronts the statistician with a dicult simultaneous ..."
Abstract - Cited by 86 (15 self) - Add to MetaCart
In a classic two-sample problem one might use Wilcoxon's statistic to test for a dierence between Treatment and Control subjects. The analogous microarray experiment yields thousands of Wilcoxon statistics, one for each gene on the array, and confronts the statistician with a dicult simultaneous inference situation. We will discuss two inferential approaches to this problem: an empirical Bayes method that requires very little a priori Bayesian modeling, and the frequentist method of \False Discovery Rates" proposed by Benjamini and Hochberg in 1995. It turns out that the two methods are closely related and can be used together to produce sensible simultaneous inferences.

Adapting to unknown sparsity by controlling the false discovery rate

by Felix Abramovich, Yoav Benjamini, David Donoho, Iain Johnstone , 2000
"... We attempt to recover a high-dimensional vector observed in white noise, where the vector is known to be sparse, but the degree of sparsity is unknown. We consider three different ways of defining sparsity of a vector: using the fraction of nonzero terms; imposing power-law decay bounds on the order ..."
Abstract - Cited by 70 (11 self) - Add to MetaCart
We attempt to recover a high-dimensional vector observed in white noise, where the vector is known to be sparse, but the degree of sparsity is unknown. We consider three different ways of defining sparsity of a vector: using the fraction of nonzero terms; imposing power-law decay bounds on the ordered entries; and controlling the ℓp norm for p small. We obtain a procedure which is asymptotically minimax for ℓr loss, simultaneously throughout a range of such sparsity classes. The optimal procedure is a data-adaptive thresholding scheme, driven by control of the False Discovery Rate (FDR). FDR control is a recent innovation in simultaneous testing, in which one seeks to ensure that at most a certain fraction of the rejected null hypotheses will correspond to false rejections. In our treatment, the FDR control parameter q also plays a controlling role in asymptotic minimaxity. Our results say that letting q = qn → 0 with problem size n is sufficient for asymptotic minimaxity, while keeping fixed q>1/2prevents asymptotic minimaxity. To our knowledge, this relation between ideas in simultaneous inference and asymptotic decision theory is new. Our work provides a new perspective on a class of model selection rules which has been introduced recently by several authors. These new rules impose complexity penalization of the form 2·log ( potential model size / actual model size). We exhibit a close connection with FDR-controlling procedures having q tending to 0; this connection strongly supports a conjecture of simultaneous asymptotic minimaxity for such model selection rules.

BiNGO: a Cytoscape plugin to assess overrepresentation of gene ontology categories in biological networks

by Steven Maere, Karel Heymans, Martin Kuiper - Bioinformatics , 2005
"... Summary: The Biological Networks Gene Ontology tool (BiNGO) is an open-source Java tool to determine which Gene Ontology (GO) terms are significantly overrepresented in a set of genes. BiNGO can be used either on a list of genes, pasted as text, or interactively on subgraphs of biological networks v ..."
Abstract - Cited by 66 (2 self) - Add to MetaCart
Summary: The Biological Networks Gene Ontology tool (BiNGO) is an open-source Java tool to determine which Gene Ontology (GO) terms are significantly overrepresented in a set of genes. BiNGO can be used either on a list of genes, pasted as text, or interactively on subgraphs of biological networks visualized in Cytoscape. BiNGO maps the predominant functional themes of the tested gene set on the GO hierarchy, and takes advantage of Cytoscape’s versatile visualization environment to produce an intuitive and customizable visual representation of the results.

A stochastic process approach to False discovery rates

by Christopher Genovese, Larry Wasserman , 2001
"... This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg (1995). We develop a framework in which the False Discovery Proportion (FDP) – the number of false rejections divided by the number of rejections – is treated as a stochastic process. After obtaining th ..."
Abstract - Cited by 54 (6 self) - Add to MetaCart
This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg (1995). We develop a framework in which the False Discovery Proportion (FDP) – the number of false rejections divided by the number of rejections – is treated as a stochastic process. After obtaining the limiting distribution of the process, we demonstrate the validitiy of a class of procedures for controlling the False Discovery Rate (the expected FDP). We construct a confidence envelope for the whole FDP process. From these envelopes we derive confidence thresholds, for controlling the quantiles of the distribution of the FDP as well as controlling the number of false discoveries. We also

Empirical Bayes Selection of Wavelet Thresholds

by Iain M. Johnstone, Bernard W. Silverman - ANN. STATIST , 2005
"... This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each lev ..."
Abstract - Cited by 53 (3 self) - Add to MetaCart
This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation

Resampling-Based Multiple Testing for Microarray Data Analysis

by Yongchao Ge, Sandrine Dudoit, Terence P. Speed , 2003
"... The burgeoning field of genomics has revived interest in multiple testing procedures by raising new methodological and computational challenges. For example, microarray experiments generate large multiplicity problems in which thousands of hypotheses are tested simultaneously. In their 1993 book, We ..."
Abstract - Cited by 40 (0 self) - Add to MetaCart
The burgeoning field of genomics has revived interest in multiple testing procedures by raising new methodological and computational challenges. For example, microarray experiments generate large multiplicity problems in which thousands of hypotheses are tested simultaneously. In their 1993 book, Westfall & Young propose resampling-based p-value adjustment procedures which are highly relevant to microarray experiments. This article discusses different criteria for error control in resampling-based multiple testing, including (a) the family wise error rate of Westfall & Young (1993) and (b) the false discovery rate developed by Benjamini & Hochberg (1995), both from a frequentist viewpoint; and (c) the positive false discovery rate of Storey (2002), which has a Bayesian motivation. We also introduce our recently developed fast algorithm for implementing the minP adjustment to control familywise error rate. Adjusted p-values for different approaches are applied to gene expression data from two recently published microarray studies. The properties of these procedures for multiple testing are compared.

Class prediction and discovery using gene microarray and proteomics mass spectroscopy data: curses, caveats, cautions

by R L Somorjai, B. Dolenko , R. Baumgartner - Bioinformatics , 2003
"... Motivation: Two practical realities constrain the analysis of microarray data, mass spectra from proteomics, and biomedical infrared or magnetic resonance spectra. One is the ‘curse of dimensionality’: the number of features characterizing these data is in the thousands or tens of thousands. The oth ..."
Abstract - Cited by 37 (1 self) - Add to MetaCart
Motivation: Two practical realities constrain the analysis of microarray data, mass spectra from proteomics, and biomedical infrared or magnetic resonance spectra. One is the ‘curse of dimensionality’: the number of features characterizing these data is in the thousands or tens of thousands. The other is the ‘curse of dataset sparsity’: the number of samples is limited. The consequences of these two curses are far-reaching when such data are used to classify the presence or absence of disease. Results: Using very simple classifiers, we show for several publicly available microarray and proteomics datasets how these curses influence classification outcomes. In particular, even if the sample per feature ratio is increased to the recommended 5–10 by feature extraction/reduction methods, dataset sparsity can render any classification result statistically suspect. In addition, several ‘optimal’ feature sets are typically identifiable for sparse datasets, all producing perfect classification results, both for the training and independent validation sets. This non-uniqueness leads to interpretational difficulties and casts doubt on the biological relevance of any of these ‘optimal’ feature sets. We suggest an approach to assess the relative quality of apparently equally good classifiers.

Controlling the familywise error rate in functional neuroimaging: a comparative review

by Thomas Nichols, Satoru Hayasaka - Statistical Methods in Medical Research , 2003
"... Functional neuroimaging data embodies a massive multiple testing problem, where 100 000 correlated test statistics must be assessed. The familywise error rate, the chance of any false positives is the standard measure of Type I errors in multiple testing. In this paper we review and evaluate three a ..."
Abstract - Cited by 31 (3 self) - Add to MetaCart
Functional neuroimaging data embodies a massive multiple testing problem, where 100 000 correlated test statistics must be assessed. The familywise error rate, the chance of any false positives is the standard measure of Type I errors in multiple testing. In this paper we review and evaluate three approaches to thresholding images of test statistics: Bonferroni, random �eld and the permutation test. Owing to recent developments, improved Bonferroni procedures, such as Hochberg’s methods, are now applicable to dependent data. Continuous random �eld methods use the smoothness of the image to adapt to the severity of the multiple testing problem. Also, increased computing power has made both permutation and bootstrap methods applicable to functional neuroimaging. We evaluate these approaches on t images using simulations and a collection of real datasets. We �nd that Bonferroni-related tests offer little improvement over Bonferroni, while the permutation method offers substantial improvement over the random �eld method for low smoothness and low degrees of freedom. We also show the limitations of trying to �nd an equivalent number of independent tests for an image of correlated test statistics. 1
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