Mathematical Methods of Modern Statistics 2 / Méthodes mathématiques en statistiques modernes 2

Collection Mathematical Methods of Modern Statistics 2 / Méthodes mathématiques en statistiques modernes 2

Organizer(s) Bogdan, Malgorzata ; Graczyk, Piotr ; Panloup, Fabien ; Proïa, Frédéric ; Roquain, Etienne
Date(s) 15/06/2020 - 19/06/2020
linked URL https://www.cirm-math.com/cirm-virtual-event-2146.html
00:00:00 / 00:00:00
9 25

Sparse multiple testing: can one estimate the null distribution ?

By Etienne Roquain

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.

Information about the video

Citation data

  • DOI 10.24350/CIRM.V.19642603
  • Cite this video Roquain, Etienne (03/06/2020). Sparse multiple testing: can one estimate the null distribution ?. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19642603
  • URL https://dx.doi.org/10.24350/CIRM.V.19642603

Domain(s)

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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