Abstract Details
Activity Number:
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290
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Type:
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Contributed
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Date/Time:
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Tuesday, August 5, 2014 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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Abstract #313455
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Title:
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Controlling the False Discovery Rate in Ordered Settings
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Author(s):
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Maxwell Grazier G'Sell*+ and Robert Tibshirani and Alexandra Chouldechova and Stefan Wager
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Companies:
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Stanford University and Stanford University and Stanford University and Stanford University
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Keywords:
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hypothesis testing ;
model selection ;
false discovery rate ;
sequential testing
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Abstract:
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Many model selection procedures proceed in a sequential fashion. Recent work has led to reliable test statistics and distributions corresponding to each step of these sequential procedures.
Because of the sequential nature of the selection procedures, hypotheses must be rejected in the order that the corresponding selections are made. Standard procedures like Benjamini-Hochberg are not compatible with this ordered constraint. In this talk, we introduce a new set of procedures for hypothesis testing in this ordered setting, and show that the false discovery rate can be controlled.
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Authors who are presenting talks have a * after their name.
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