On spike and slab empirical Bayes multiple testing

DOI10.1214/19-AOS1897zbMath1455.62035arXiv1808.09748MaRDI QIDQ2215749

Etienne Roquain, Ismaël Castillo

Publication date: 14 December 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.09748

zbMATH Keywords

multiple testingsparsityfalse discovery ratefrequentist properties of Bayesian procedures

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Empirical decision procedures; empirical Bayes procedures (62C12) Paired and multiple comparisons; multiple testing (62J15)

Related Items (9)

Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing ⋮ False discovery rate control with unknown null distribution: is it possible to mimic the oracle? ⋮ Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences ⋮ Powerful multiple testing of paired null hypotheses using a latent graph model ⋮ Optimal false discovery control of minimax estimators ⋮ Foundations of Bayesian inference for complex statistical models. Abstracts from the workshop held May 2--8, 2021 (hybrid meeting) ⋮ Variational Bayes for High-Dimensional Linear Regression With Sparse Priors ⋮ Large-scale multiple hypothesis testing with the normal-beta prime prior ⋮ Uncertainty quantification for robust variable selection and multiple testing

Uses Software

• EBayesThresh

Cites Work

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