arXiv · 2011.11939
Competition-based control of the false discovery proportion
Abstract
Recently, Barber and Cand\`es laid the theoretical foundation for a general framework for false discovery rate (FDR) control based on the notion of "knockoffs." A closely related FDR control methodology has long been employed in the analysis of mass spectrometry data, referred to there as "target-decoy competition" (TDC). However, any approach that aims to control the FDR, which is defined as the expected value of the false discovery proportion (FDP), suffers from a problem. Specifically, even when successfully controlling the FDR at level $\alpha$, the FDP in the list of discoveries can significantly exceed $\alpha$. We offer FDP-SD, a new procedure that rigorously controls the FDP in the competition (knockoff / TDC) setup by guaranteeing that the FDP is bounded by $\alpha$ at any desired confidence level. Compared with the just-published general framework of Katsevich and Ramdas, FDP-SD generally delivers more power and often substantially so in simulated as well as real data.
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Dong Luo, Arya Ebadi, Yilun He, Kristen Emery, William Stafford Noble, Uri Keich. 2020-11-24. Competition-based control of the false discovery proportion. https://arxiv.org/abs/2011.11939
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