Capturing the severity of type II errors in high-dimensional multiple testing
Capturing the severity of type II errors in high-dimensional multiple testing
复制标题
在高维多重测试中捕获 II 类错误的严重性
DOI：
10.1016/j.jmva.2015.08.005
复制
发表时间：
2015
影响因子：
1.6
通讯作者：
Zhao, Zhigen
中科院分区：
文献类型：
--
作者：
He, Li;Sarkar, Sanat K.;Zhao, Zhigen
在推导多重测试程序时，II型错误的严重性经常被忽略，即使正确使用它可以极大地帮助做出正确的决定。本文提出了一种理论背后的开发一个多测试程序，可以将第二类错误的严重程度，并在最大限度地减少所有程序控制的措施，错误的发现之间的测量错误的非发现的意义上是最优的。该理论是在一个一般模型下开发的，允许任意依赖采取复合决策理论的方法与损失函数结合的II型错误的严重性，多个测试。我们提出了这个最佳的程序在其甲骨文的形式，并提供了数值证据，其上级性能超过相关的竞争对手。
The severity of type II errors is frequently ignored when deriving a multiple testing procedure, even though utilizing it properly can greatly help in making correct decisions. This paper puts forward a theory behind developing a multiple testing procedure that can incorporate the type II error severity and is optimal in the sense of minimizing a measure of false non-discoveries among all procedures controlling a measure of false discoveries. The theory is developed under a general model allowing arbitrary dependence by taking a compound decision theoretic approach to multiple testing with a loss function incorporating the type II error severity. We present this optimal procedure in its oracle form and offer numerical evidence of its superior performance over relevant competitors.