Exceedance Control of the False Discovery Proportion
By Christopher R. Genovese, Larry A. Wasserman. 2006
151 citations recorded by the source corpus.
Multiple testing methods to control the false discovery rate, the expected proportion of falsely rejected null hypotheses among all rejections, have received much attention. It can be valuable to control not the mean of this false discovery proportion (FDP), but rather the probability that the FDP exceeds a specified bound. In this article we construct a general class of methods for exceedance control of FDP based on inverting tests of uniformity. The method also produces a confidence envelope for the FDP as a function of rejection threshold. We discuss how to select a procedure with good power.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/04f7eb10b37138f3c1a962f8319fb60b690f8632
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In Management Science and Operations Research
- Jesse Hemerik
- Jelle J. Goeman
- Aldo Solari
- Lucas Janson
- Alessio Farcomeni
- Weijie Su
- Étienne Roquain
- Tommaso Cai
In Statistics and Probability
- Jesse Hemerik
- Aldo Solari
- Jelle J. Goeman
- Lucas Janson
- Alessio Farcomeni
- Weijie Su
- Richard Nock
- Mark Rubin
Citations in the corpus
- Permutation-based simultaneous confidence bounds for the false discovery proportion (2018, methodology): “This is equivalent to deriving as small as possible confidence envelopes , which we define similarly to Genovese and Wasserman (2006).”
- Some Results on the Control of the False Discovery Rate under Dependence (2007, methodology): “Proof will follow from theorem 1 and same reasoning as Theorem 5.2 in Genovese & Wasserman (2004b).”
- Familywise error rate control via knockoffs (2015, methodology): “This procedure was then investigated further in [10].”
- Only closed testing procedures are admissible for controlling false discovery proportions (2019, methodology): “Genovese and Wasserman (2006) already proved that dIφ has true discovery guarantee for all finite I ⊆ C, and we have coherence by Lemma 4, so we only need to prove monotonicity.”