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Sparse multiple testing: can one estimate the null distribution ?
Virtualconference
Authors : ... (Author of the conference)
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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
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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 : Keywords : Benjamin-Hochberg procedure; false discovery rate; minimax; multiple testing; robust theory; sparsity
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
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Information on the Video
Language : EnglishAvailable 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 
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Information on the Event
Event Title : Mathematical Methods of Modern Statistics 2 / Méthodes mathématiques en statistiques modernes 2Dates : 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.19642603Cite this video as: (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 |
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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
