On false discovery rate thresholding for classification under sparsity

DOI10.1214/12-AOS1042zbMath1373.62315arXiv1106.6147OpenAlexW3106252482MaRDI QIDQ741797

Etienne Roquain, Pierre Neuvial

Publication date: 15 September 2014

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

Full work available at URL: https://arxiv.org/abs/1106.6147

zbMATH Keywords

classificationmultiple testingsparsityfalse discovery rateoracle inequalityBayes' ruleadaptive procedure

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15) Paired and multiple comparisons; multiple testing (62J15)

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