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Sparse multiple testing: can one estimate the null distribution ?

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Virtualconference
Authors : Roquain, Etienne (Author of the conference)
CIRM (Publisher )

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Abstract : When performing multiple testing, adjusting the distribution of the null hypotheses is ubiquitous in applications. However, the effect of such an operation remains largely unknown, especially in terms of false discovery proportion (FDP) and true discovery proportion (TDP). In this talk, we explore this issue in the most classical case where the null distributions are Gaussian with an unknown rescaling parameters (mean and variance) and where the Benjamini-Hochberg (BH) procedure is applied after a datarescaling step.

Keywords : Benjamin-Hochberg procedure; false discovery rate; minimax; multiple testing; robust theory; sparsity

MSC Codes :
62C20 - Minimax procedures
62G10 - Nonparametric hypothesis testing
62G30 - Order statistics; empirical distribution functions

Additional resources :
https://www.cirm-math.fr/RepOrga/2146/Slides/Roquain.pdf

    Information on the Video

    Film maker : Hennenfent, Guillaume
    Language : English
    Available date : 15/06/2020
    Conference Date : 03/06/2020
    Subseries : Research talks
    arXiv category : Statistics Theory
    Mathematical Area(s) : Probability & Statistics
    Format : MP4 (.mp4) - HD
    Video Time : 00:32:25
    Targeted Audience : Researchers
    Download : https://videos.cirm-math.fr/2020-06-03_Roquain.mp4

Information on the Event

Event Title : Mathematical Methods of Modern Statistics 2 / Méthodes mathématiques en statistiques modernes 2
Event Organizers : Bogdan, Malgorzata ; Graczyk, Piotr ; Panloup, Fabien ; Proïa, Frédéric ; Roquain, Etienne
Dates : 15/06/2020 - 19/06/2020
Event Year : 2020
Event URL : https://www.cirm-math.com/cirm-virtual-...

Citation Data

DOI : 10.24350/CIRM.V.19642603
Cite this video as: Roquain, Etienne (2020). Sparse multiple testing: can one estimate the null distribution ?. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19642603
URI : http://dx.doi.org/10.24350/CIRM.V.19642603

See Also

Bibliography

  • ROQUAIN, Etienne et VERZELEN, Nicolas. On using empirical null distribution in Benjamini-Hochberg procedure. arXiv preprint arXiv:1912.03109, 2019. - https://arxiv.org/abs/1912.03109

  • CARPENTIER, Alexandra, DELATTRE, Sylvain, ROQUAIN, Etienne, et al. Estimating minimum effect with outlier selection. arXiv preprint arXiv:1809.08330, 2018. - https://arxiv.org/abs/1809.08330



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