Changepoint estimation: another look at multiple testing problems

• 成果类型: Article
• 署名作者: Cao, Hongyuan; Wu, Wei Biao
• 署名单位: University of Missouri System; University of Missouri Columbia; University of Chicago
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asv031
• 发表日期: 2015
• 页码: 974980
• 关键词: binary segmentation; DISCOVERY

摘要

We consider large scale multiple testing for data that have locally clustered signals. With this structure, we apply techniques from changepoint analysis and propose a boundary detection algorithm so that the clustering information can be utilized. Consequently the precision of the multiple testing procedure is substantially improved. We study tests with independent as well as dependent p-values. Monte Carlo simulations suggest that the methods perform well with realistic sample sizes and show improved detection ability compared with competing methods. Our procedure is applied to a genome-wide association dataset of blood lipids.