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Improving the Benjamini-Hochberg Procedure for Discrete Tests: Improving BH for discrete tests

Abstract : To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically binomial or Fisher tests). In particular, recent research has been striving for appropriate modifications of the classical Benjamini-Hochberg (BH) step-up procedure that accommodate discreteness. However, despite an important number of attempts, these procedures did not come with theoretical guarantees. The present paper contributes to fill the gap: it presents new modifications of the BH procedure that incorporate the discrete structure of the data and provably control the FDR for any fixed number of null hypotheses (under independence). Markedly, our FDR controlling methodology allows to incorporate simultaneously the discreteness and the quantity of signal of the data (corresponding therefore to a so-called $\pi_0$-adaptive procedure). The power advantage of the new methods is demonstrated in a numerical experiment and for some appropriate real data sets.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-01541185
Contributor : Etienne Roquain <>
Submitted on : Thursday, September 14, 2017 - 1:22:51 PM
Last modification on : Saturday, March 28, 2020 - 2:17:14 AM

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DDR2017_arXiv2.pdf
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  • HAL Id : hal-01541185, version 2
  • ARXIV : 1706.08250

Citation

Sebastian Döhler, Guillermo Durand, Etienne Roquain. Improving the Benjamini-Hochberg Procedure for Discrete Tests: Improving BH for discrete tests. 2017. ⟨hal-01541185v2⟩

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