Accumulation tests for FDR control in ordered hypothesis testing

Ang Li; Rina Foygel Barber

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arXiv · 1505.07352

Accumulation tests for FDR control in ordered hypothesis testing

Ang Li·Rina Foygel Barber

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Abstract

Multiple testing problems arising in modern scientific applications can involve simultaneously testing thousands or even millions of hypotheses, with relatively few true signals. In this paper, we consider the multiple testing problem where prior information is available (for instance, from an earlier study under different experimental conditions), that can allow us to test the hypotheses as a ranked list in order to increase the number of discoveries. Given an ordered list of n hypotheses, the aim is to select a data-dependent cutoff k and declare the first k hypotheses to be statistically significant while bounding the false discovery rate (FDR). Generalizing several existing methods, we develop a family of "accumulation tests" to choose a cutoff k that adapts to the amount of signal at the top of the ranked list. We introduce a new method in this family, the HingeExp method, which offers higher power to detect true signals compared to existing techniques. Our theoretical results prove that these methods control a modified FDR on finite samples, and characterize the power of the methods in the family. We apply the tests to simulated data, including a high-dimensional model selection problem for linear regression. We also compare accumulation tests to existing methods for multiple testing on a real data problem of identifying differential gene expression over a dosage gradient.

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Ang Li, Rina Foygel Barber. 2015-05-27. Accumulation tests for FDR control in ordered hypothesis testing. https://arxiv.org/abs/1505.07352

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