...
首页> 外文期刊>Scandinavian journal of statistics >Post hoc false positive control for structured hypotheses
【24h】

Post hoc false positive control for structured hypotheses

机译:构成假设的后HOC假阳性控制

获取原文
获取原文并翻译 | 示例
           

摘要

In a high-dimensional multiple testing framework, we present new confidence bounds on the false positives contained in subsets S of selected null hypotheses. These bounds are post hoc in the sense that the coverage probability holds simultaneously over all S, possibly chosen depending on the data. This article focuses on the common case of structured null hypotheses, for example, along a tree, a hierarchy, or geometrically (spatially or temporally). Following recent advances in post hoc inference, we build confidence bounds for some prespecified forest-structured subsets and deduce a bound for any subset S by interpolation. The proposed bounds are shown to improve substantially previous ones when the signal is locally structured. Our findings are supported both by theoretical results and numerical experiments. Moreover, our bounds can be obtained by an algorithm (with complexity bilinear in the sizes of the reference hierarchy and of the selected subset) that is implemented in the open-source R package sansSouci available from , making our approach operational.
机译:在高维多次测试框架中,我们在所选空假设的子集S中包含的误报上提出了新的置信度界限。这些界限是Hoc,因为覆盖概率同时保持在所有S中,可能根据数据选择。本文侧重于结构化无效假设的常见情况,例如,沿树,层次结构或几何(空间或时间)。在HOC推理后最近的进步之后,我们为一些预先限定的森林结构群组建立了信心限制,并通过插值向任何子集的界限推断出来。当信号在本地结构时,示出了所提出的界限来改善基本上先前的。我们的研究结果都得到了理论结果和数值实验。此外,我们的界限可以通过算法(具有参考层次结构的大小的复杂性双线性以及所选子集的复杂性Bilinear)获得,这些子集在开放源R包Sanssouci中实现,从而使我们的方法运行。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号