The Power of Batching in Multiple Hypothesis Testing

10/11/2019
by   Tijana Zrnic, et al.
31

One important partition of algorithms for controlling the false discovery rate (FDR) in multiple testing is into offline and online algorithms. The first generally achieve significantly higher power of discovery, while the latter allow making decisions sequentially as well as adaptively formulating hypotheses based on past observations. Using existing methodology, it is unclear how one could trade off the benefits of these two broad families of algorithms, all the while preserving their formal FDR guarantees. To this end, we introduce Batch_BH and Batch_St-BH, algorithms for controlling the FDR when a possibly infinite sequence of batches of hypotheses is tested by repeated application of one of the most widely used offline algorithms, the Benjamini-Hochberg (BH) method or Storey's improvement of the BH method. We show that our algorithms interpolate between existing online and offline methodology, thus trading off the best of both worlds.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
02/27/2020

PAPRIKA: Private Online False Discovery Rate Control

In hypothesis testing, a false discovery occurs when a hypothesis is inc...
research
10/26/2020

Dynamic Algorithms for Online Multiple Testing

We demonstrate new algorithms for online multiple testing that provably ...
research
08/24/2022

Online multiple hypothesis testing for reproducible research

Modern data analysis frequently involves large-scale hypothesis testing,...
research
02/07/2019

Contextual Online False Discovery Rate Control

Multiple hypothesis testing, a situation when we wish to consider many h...
research
11/21/2022

The Online Closure Principle

The closure principle is fundamental in multiple testing and has been us...
research
12/12/2018

Asynchronous Online Testing of Multiple Hypotheses

We consider the problem of asynchronous online testing, aimed at providi...
research
12/13/2017

Local False Discovery Rate Based Methods for Multiple Testing of One-Way Classified Hypotheses

This paper continues the line of research initiated in Liu, Sarkar and Z...

Please sign up or login with your details

Forgot password? Click here to reset