2009
DOI: 10.1198/jasa.2009.tm08415
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Simultaneous Testing of Grouped Hypotheses: Finding Needles in Multiple Haystacks

Abstract: In large-scale multiple testing problems, data are often collected from heterogeneous sources and hypotheses form into groups that exhibit different characteristics. Conventional approaches, including the pooled and separate analyses, fail to efficiently utilize the external grouping information. We develop a compound decision theoretic framework for testing grouped hypotheses and introduce an oracle procedure that minimizes the false nondiscovery rate subject to a constraint on the false discovery rate. It is… Show more

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Cited by 107 publications
(113 citation statements)
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“…The advantage of this approach is that it uses the local FDR based on which optimal oracle procedures were developed for SMA (Sun and Cai 2007;Cai and Sun 2009).…”
Section: Mcp and Scadmentioning
confidence: 99%
See 3 more Smart Citations
“…The advantage of this approach is that it uses the local FDR based on which optimal oracle procedures were developed for SMA (Sun and Cai 2007;Cai and Sun 2009).…”
Section: Mcp and Scadmentioning
confidence: 99%
“…Cai and Sun estimated the local FDR within each group and then applied the (approximate oracle) thresholding procedure to the combined set of local FDR values. For SMA of multiple chromosomes, we compared (i) pooled analysis based on the BH method or the local FDR thresholding procedure, (ii) separate analysis based on BH or the local FDR procedure, and (iii) the local FDR-based grouping procedure of Cai and Sun (2009). Sun and Cai (2009) extended their earlier method to dependent test statistics, using a hidden Markov model (HMM).…”
Section: Analyses Of Multiple Chromosomesmentioning
confidence: 99%
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“…Developing FWER control procedures specially for grouped hypotheses is sometimes necessary. Efron (2004) and Cai and Sun (2009) pointed out that ignoring group labels may cause misleading results for separate groups, ''because highly significant cases from one group may be hidden among the nulls from another group'' (Cai and Sun, 2009). For grouped hypotheses, Hu et al (2010) and Cai and Sun (2009) proposed different procedures, but their goal is to control the false discovery rate (FDR); Roeder and Wasserman's (2009) procedure is aimed for the FWER control, however, the FWER control of their procedure was not shown when the weights are learned from the data.…”
Section: Introductionmentioning
confidence: 99%