Adaptive p-value weighting with power optimality - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2017

Adaptive p-value weighting with power optimality

Résumé

Weighting the p-values is a well-established strategy that improves the power of multiple testing procedures while dealing with heterogeneous data. However, how to achieve this task in an optimal way is rarely considered in the literature. This paper contributes to fill the gap in the case of group-structured null hypotheses, by introducing a new class of procedures named ADDOW (for Adaptive Data Driven Optimal Weighting) that adapts both to the alternative distribution and to the proportion of true null hypotheses. We prove the asymptotical FDR control and power optimality among all weighted procedures of ADDOW, which shows that it dominates all existing procedures in that framework. Some numerical experiments show that the proposed method preserves its optimal properties in the finite sample setting when the number of tests is moderately large.
Fichier principal
Vignette du fichier
HAL_Durand2018v1.pdf (624.25 Ko) Télécharger le fichier
imsart.cls (5.54 Ko) Télécharger le fichier
imsart.sty (95.94 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-01596474 , version 1 (02-10-2017)
hal-01596474 , version 2 (12-03-2019)

Identifiants

Citer

Guillermo Durand. Adaptive p-value weighting with power optimality. 2017. ⟨hal-01596474v1⟩

Collections

UPMC PMA
439 Consultations
123 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More