MULTILAYER KNOCKOFF FILTER: CONTROLLED VARIABLE SELECTION AT MULTIPLE RESOLUTIONS
MULTILAYER KNOCKOFF FILTER: CONTROLLED VARIABLE SELECTION AT MULTIPLE RESOLUTIONS
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DOI：
10.1214/18-aoas1185
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发表时间：
2019-03-01
影响因子：
1.8
通讯作者：
Sabatti, Chiara
中科院分区：
文献类型：
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作者：
Katsevich, Eugene;Sabatti, Chiara
我们处理的问题是从大量的变量中选择那些对结果“重要”的变量。我们考虑的情况下，组的变量也感兴趣。例如，每个变量都可能是一个遗传多态性，我们可能想研究一个性状如何依赖于基因的变异性，基因通常包含多个这样的多态性的DNA片段。在这种情况下，发现变量与结果相关意味着发现它所代表的更大实体也很重要。为了保证有意义的结果具有高的可复制性，我们建议在个体变量和群体水平上控制发现的错误发现率。建立在巴伯和坎迪斯的山寨建筑上。43（2015）2055-2085]和Barber和Ramdas的多层测试框架[J. Roy.中央集权主义者Soc. Ser. B 79（2017）1247-1268]，我们介绍了多层敲除滤波器（MKF）。我们证明，MKF同时控制在每个分辨率的FDR，并使用模拟表明，它会产生很小的功率损失相比，只为个别变量的发现提供保证的方法。我们应用MKF分析遗传数据集，发现它成功地减少了错误基因发现的数量，而没有显着降低功率。
We tackle the problem of selecting from among a large number of variables those that are "important" for an outcome. We consider situations where groups of variables are also of interest. For example, each variable might be a genetic polymorphism, and we might want to study how a trait depends on variability in genes, segments of DNA that typically contain multiple such polymorphisms. In this context, to discover that a variable is relevant for the outcome implies discovering that the larger entity it represents is also important. To guarantee meaningful results with high chance of replicability, we suggest controlling the rate of false discoveries for findings at the level of individual variables and at the level of groups. Building on the knockoff construction of Barber and Candes [Ann. Statist. 43 (2015) 2055-2085] and the multilayer testing framework of Barber and Ramdas [J. Roy. Statist. Soc. Ser. B 79 (2017) 1247-1268], we introduce the multilayer knockoff filter (MKF). We prove that MKF simultaneously controls the FDR at each resolution and use simulations to show that it incurs little power loss compared to methods that provide guarantees only for the discoveries of individual variables. We apply MKF to analyze a genetic dataset and find that it successfully reduces the number of false gene discoveries without a significant reduction in power.