CIRM - Videos & books Library - Post hoc bounds on false positives using reference families

Virtualconference

Auteurs : Neuvial, Pierre (Auteur de la Conférence)
CIRM (Editeur )

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Résumé : We present confidence bounds on the false positives contained in subsets of selected null hypotheses. As the coverage probability holds simultaneously over all possible subsets, these bounds can be applied to an arbitrary number of possibly datadriven subsets.
These bounds are built via a two-step approach. First, build a family of candidate rejection subsets together with associated bounds, holding uniformly on the number of false positives they contain (call this a reference family). Then, interpolate from this reference family to find a bound valid for any subset.
This general program is exemplified for two particular types of reference families: (i) when the bounds are fixed and the subsets are p-value level sets (ii) when the subsets are fixed, spatially structured and the bounds are estimated.

Keywords : Multiple testing; selective inference

Codes MSC :
62J15 - Paired and multiple comparisons

Ressources complémentaires :
https://www.cirm-math.fr/RepOrga/2146/Slides/Neuvial_20200615_MMMS2.pdf

Informations sur la Vidéo

Réalisateur :

Hennenfent, Guillaume

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https://videos.cirm-math.fr/2020-06-08_Neuvial.mp4

Informations sur la Rencontre

Nom de la rencontre : Mathematical Methods of Modern Statistics 2 / Méthodes mathématiques en statistiques modernes 2
Organisateurs de la rencontre : Bogdan, Malgorzata ; Graczyk, Piotr ; Panloup, Fabien ; Proïa, Frédéric ; Roquain, Etienne
Dates : 15/06/2020 - 19/06/2020
Année de la rencontre : 2020
URL Congrès : https://www.cirm-math.com/cirm-virtual-...

Données de citation

DOI : 10.24350/CIRM.V.19642003
Citer cette vidéo: Neuvial, Pierre (2020). Post hoc bounds on false positives using reference families. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19642003
URI : http://dx.doi.org/10.24350/CIRM.V.19642003

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Bibliographie

BLANCHARD, Gilles, NEUVIAL, Pierre, et ROQUAIN, Etienne. On agnostic post hoc approaches to false positive control. arXiv preprint arXiv:1910.11575, 2019. - https://arxiv.org/abs/1910.11575

BLANCHARD, Gilles, NEUVIAL, Pierre, et ROQUAIN, Etienne. Post hoc confidence bounds on false positives using reference families. Annals of Statistics (to appear). - https://hal.archives-ouvertes.fr/hal-01483585v5

DURAND, Guillermo, BLANCHARD, Gilles, NEUVIAL, Pierre, et al. Post hoc false positive control for structured hypotheses. Scandinavian Journal of Statistics, 2020. - https://doi.org/10.1111/sjos.12453

GOEMAN, Jelle J., SOLARI, Aldo, et al. Multiple testing for exploratory research. Statistical Science, 2011, vol. 26, no 4, p. 584-597. - http://dx.doi.org/10.1214/11-STS356

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