JSM 2005 - Toronto

Abstract #302475

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 341
Type: Invited
Date/Time: Wednesday, August 10, 2005 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #302475
Title: Bayesian and Frequentist Approaches to Multiple Testing
Author(s): M. J. Bayarri*+ and James Berger
Companies: University of Valencia and Duke University
Address: Department of Statistics and O.R., Burjassot, 46100, Spain
Keywords: Bayesian Model selection ; Decision theory ; false discovery rate ; multiplicity
Abstract:

Recently, with large screening problems (such as gene expression problems), there has been a renewed interest in investigating alternatives to adjust for multiple hypothesis testing. While "no adjustment" is considered too liberal, the classic adjustment for familywise error rate is perceived as resulting in too conservative adjustments. More recent proposals control instead the "false discovery rate" or related (frequentist, Bayesian, and eclectic) quantities. In this paper, we review these proposals and investigate whether they play a role in the unification of Bayesian/frequentist approaches. As a basis for comparison, a full Bayesian analysis of multiple testing is presented in a special case, with the focus being on the way in which the Bayesian methodology automatically "adjusts" for multiplicity.


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