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Multiple testing

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Nonparametric False Discovery Rate Control For Identifying Simultaneous Signals, Sihai Dave Zhao, Yet Tian Nguyen Jan 2020

Nonparametric False Discovery Rate Control For Identifying Simultaneous Signals, Sihai Dave Zhao, Yet Tian Nguyen

Mathematics & Statistics Faculty Publications

It is frequently of interest to identify simultaneous signals, defined as features that exhibit statistical significance across each of several independent experiments. For example, genes that are consistently differentially expressed across experiments in different animal species can reveal evolutionarily conserved biological mechanisms. However, in some problems the test statistics corresponding to these features can have complicated or unknown null distributions. This paper proposes a novel nonparametric false discovery rate control procedure that can identify simultaneous signals even without knowing these null distributions. The method is shown, theoretically and in simulations, to asymptotically control the false discovery rate. It was also …