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216
Largescale simultaneous hypothesis testing: the choice of a null hypothesis
 JASA
, 2004
"... Current scientific techniques in genomics and image processing routinely produce hypothesis testing problems with hundreds or thousands of cases to consider simultaneously. This poses new difficulties for the statistician, but also opens new opportunities. In particular it allows empirical estimatio ..."
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Cited by 300 (15 self)
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Current scientific techniques in genomics and image processing routinely produce hypothesis testing problems with hundreds or thousands of cases to consider simultaneously. This poses new difficulties for the statistician, but also opens new opportunities. In particular it allows empirical estimation of an appropriate null hypothesis. The empirical null may be considerably more dispersed than the usual theoretical null distribution that would be used for any one case considered separately. An empirical Bayes analysis plan for this situation is developed, using a local version of the false discovery rate to examine the inference issues. Two genomics problems are used as examples to show the importance of correctly choosing the null hypothesis. Key Words: local false discovery rate, empirical Bayes, microarray analysis, empirical null hypothesis, unobserved covariates
Use of withinarray replicate spots for assessing differential expression in microarray experiments
 Bioinformatics
, 2005
"... Motivation. Spotted arrays are often printed with probes in duplicate or triplicate, but current methods for assessing differential expression are not able to make full use of the resulting information. Usual practice is to average the duplicate or triplicate results for each probe before assessing ..."
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Cited by 233 (8 self)
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Motivation. Spotted arrays are often printed with probes in duplicate or triplicate, but current methods for assessing differential expression are not able to make full use of the resulting information. Usual practice is to average the duplicate or triplicate results for each probe before assessing differential expression. This loses valuable information about genewise variability. Results. A method is proposed for extracting more information from withinarray replicate spots in microarray experiments by estimating the strength of the correlation between them. The method involves fitting separate linear models to the expression data for each gene but with a common value for the betweenreplicate correlation. The method greatly improves the precision with which the genewise variances are estimated and thereby improves inference methods designed to identify differentially expressed genes. The method may be combined with empirical Bayes methods for moderating the genewise variances between genes. The method is validated using data from a microarray experiment involving calibration and ratio control spots in conjunction with spikedin RNA. Comparing results for calibration and ratio control spots shows that the common correlation method results in substantially better discrimination of differentially expressed genes from those which are not. The spikein experiment also confirms that the results may be further improved by empirical Bayes smoothing of the variances when the sample size is small. Availability. The methodology is implemented in the limma software package for R, available from the CRAN repository
ResamplingBased Multiple Testing for Microarray Data Analysis
, 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 ..."
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Cited by 141 (3 self)
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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 resamplingbased pvalue adjustment procedures which are highly relevant to microarray experiments. This article discusses different criteria for error control in resamplingbased 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 pvalues 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.
Posterior consistency of Dirichlet mixtures in density estimation
 Ann. Statist
, 1999
"... A Dirichlet mixture of normal densities is a useful choice for a prior distribution on densities in the problem of Bayesian density estimation. In the recent years, efficient Markov chain Monte Carlo method for the computation of the posterior distribution has been developed. The method has been app ..."
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Cited by 118 (21 self)
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A Dirichlet mixture of normal densities is a useful choice for a prior distribution on densities in the problem of Bayesian density estimation. In the recent years, efficient Markov chain Monte Carlo method for the computation of the posterior distribution has been developed. The method has been applied to data arising from different fields of interest. The important issue of consistency was however left open. In this paper, we settle this issue in affirmative. 1. Introduction. Recent
Correlation and LargeScale Simultaneous Significance Testing
 Journal of the American Statistical Association
"... Largescale hypothesis testing problems, with hundreds or thousands of test statistics “zi ” to consider at once, have become familiar in current practice. Applications of popular analysis methods such as false discovery rate techniques do not require independence of the zi’s, but their accuracy can ..."
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Cited by 98 (8 self)
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Largescale hypothesis testing problems, with hundreds or thousands of test statistics “zi ” to consider at once, have become familiar in current practice. Applications of popular analysis methods such as false discovery rate techniques do not require independence of the zi’s, but their accuracy can be compromised in highcorrelation situations. This paper presents computational and theoretical methods for assessing the size and effect of correlation in largescale testing. A simple theory leads to the identification of a single omnibus measure of correlation. The theory relates to the correct choice of a null distribution for simultaneous significance testing, and its effect on inference. 1. Introduction Modern computing machinery and improved scientific equipment have combined to revolutionize experimentation in fields such as biology, medicine, genetics, and neuroscience. One effect on statistics has been to vastly magnify the scope of multiple hypothesis testing, now often involving thousands of cases considered simultaneously. The cases themselves are typically of familiar form, each perhaps a simple twosample comparison,
A method for calling gains and losses in array CGH data
 Biostatistics
, 2005
"... Array CGH is a powerful technique for genomic studies of cancer. It enables one to carry out genomewide screening for regions of genetic alterations, such as chromosome gains and losses, or localized amplifications and deletions. In this paper, we propose a new algorithm ‘Cluster along chromosomes’ ..."
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Cited by 83 (4 self)
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Array CGH is a powerful technique for genomic studies of cancer. It enables one to carry out genomewide screening for regions of genetic alterations, such as chromosome gains and losses, or localized amplifications and deletions. In this paper, we propose a new algorithm ‘Cluster along chromosomes’ (CLAC) for the analysis of array CGH data. CLAC builds hierarchical clusteringstyle trees along each chromosome arm (or chromosome), and then selects the ‘interesting ’ clusters by controlling the False Discovery Rate (FDR) at a certain level. In addition, it provides a consensus summary across a set of arrays, as well as an estimate of the corresponding FDR. We illustrate the method using an application of CLAC on a lung cancer microarray CGH data set as well as a BAC array CGH data set of aneuploid cell strains. Keywords: Array CGH; CLAC; Cluster; DNA copy number; FDR.
Microarrays, empirical Bayes and the twogroups model
 STATIST. SCI
, 2006
"... The classic frequentist theory of hypothesis testing developed by Neyman, Pearson, and Fisher has a claim to being the Twentieth Century’s most influential piece of applied mathematics. Something new is happening in the TwentyFirst Century: high throughput devices, such as microarrays, routinely re ..."
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Cited by 73 (10 self)
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The classic frequentist theory of hypothesis testing developed by Neyman, Pearson, and Fisher has a claim to being the Twentieth Century’s most influential piece of applied mathematics. Something new is happening in the TwentyFirst Century: high throughput devices, such as microarrays, routinely require simultaneous hypothesis tests for thousands of individual cases, not at all what the classical theory had in mind. In these situations empirical Bayes information begins to force itself upon frequentists and Bayesians alike. The twogroups model is a simple Bayesian construction that facilitates empirical Bayes analysis. This article concerns the interplay of Bayesian and frequentist ideas in the twogroups setting, with particular attention focussed on Benjamini and Hochberg’s False Discovery Rate method. Topics include the choice and meaning of the null hypothesis in largescale testing situations, power considerations, the limitations of permutation methods, significance testing for groups of cases (such as pathways in microarray studies), correlation effects, multiple confidence intervals, and Bayesian competitors to the twogroups model.
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
 Journal of Finance
, 2010
"... and SGF 2006 for their helpful comments. The first and second authors acknowledge ..."
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Cited by 62 (4 self)
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and SGF 2006 for their helpful comments. The first and second authors acknowledge
Statistical strategies for avoiding false discoveries in metabolomics and related experiments
, 2006
"... Many metabolomics, and other highcontent or highthroughput, experiments are set up such that the primary aim is the discovery of biomarker metabolites that can discriminate, with a certain level of certainty, between nominally matched ‘case ’ and ‘control ’ samples. However, it is unfortunately ve ..."
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Cited by 60 (11 self)
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Many metabolomics, and other highcontent or highthroughput, experiments are set up such that the primary aim is the discovery of biomarker metabolites that can discriminate, with a certain level of certainty, between nominally matched ‘case ’ and ‘control ’ samples. However, it is unfortunately very easy to find markers that are apparently persuasive but that are in fact entirely spurious, and there are wellknown examples in the proteomics literature. The main types of danger are not entirely independent of each other, but include bias, inadequate sample size (especially relative to the number of metabolite variables and to the required statistical power to prove that a biomarker is discriminant), excessive false discovery rate due to multiple hypothesis testing, inappropriate choice of particular numerical methods, and overfitting (generally caused by the failure to perform adequate validation and crossvalidation). Many studies fail to take these into account, and thereby fail to discover anything of true significance (despite their claims). We summarise these problems, and provide pointers to a substantial existing literature that should assist in the improved design and evaluation of metabolomics experiments, thereby allowing robust scientific conclusions to be drawn from the available data. We provide a list of some of the simpler checks that might improve one’s confidence that a candidate biomarker is not simply a statistical artefact, and suggest a series of preferred tests and visualisation tools that can assist readers and authors in assessing papers. These tools can be applied to individual metabolites by using multiple univariate tests performed in parallel across all metabolite peaks. They may also be applied to the validation of multivariate models. We stress in
Size, power and false discovery rates
, 2007
"... Modern scientific technology has provided a new class of largescale simultaneous inference problems, with thousands of hypothesis tests to consider at the same time. Microarrays epitomize this type of technology, but similar situations arise in proteomics, spectroscopy, imaging, and social science ..."
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Cited by 48 (4 self)
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Modern scientific technology has provided a new class of largescale simultaneous inference problems, with thousands of hypothesis tests to consider at the same time. Microarrays epitomize this type of technology, but similar situations arise in proteomics, spectroscopy, imaging, and social science surveys. This paper uses false discovery rate methods to carry out both size and power calculations on largescale problems. A simple empirical Bayes approach allows the fdr analysis to proceed with a minimum of frequentist or Bayesian modeling assumptions. Closedform accuracy formulas are derived for estimated false discovery rates, and used to compare different methodologies: local or tailarea fdr’s, theoretical, permutation, or empirical null hypothesis estimates. Two microarray data sets as well as simulations are used to evaluate the methodology the power diagnostics showing why nonnull cases might easily fail to appear on a list of “significant ” discoveries. Short Title “Size, Power, and Fdr’s”