Physical Sciences and Mathematics Commons^™

Effect Of Cross-Validation On The Output Of Multiple Testing Procedures, Josh Dallas Price

Graduate Theses and Dissertations

High dimensional data with sparsity is routinely observed in many scientific disciplines. Filtering out the signals embedded in noise is a canonical problem in such situations requiring multiple testing. The Benjamini--Hochberg procedure using False Discovery Rate control is the gold standard in large scale multiple testing. In Majumder et al. (2009) an internally cross-validated form of the procedure is used to avoid a costly replicate study and the complications that arise from population selection in such studies (i.e. extraneous variables). I implement this procedure and run extensive simulation studies under increasing levels of dependence among parameters and different data generating …