Date of Graduation
8-2019
Document Type
Thesis
Degree Name
Master of Science in Statistics and Analytics (MS)
Degree Level
Graduate
Department
Statistics and Analytics
Advisor/Mentor
Datta, Jyotishka
Committee Member
Tipton, John R.
Second Committee Member
Zhang, Qingyang
Keywords
High-Dimensional Data; Multiple Testing; Statistics
Abstract
High dimensional data with sparsity is routinely observed in many scientific disciplines. Filtering out the signals embedded in noise is a canonical problem in such situations requiring multiple testing. The Benjamini--Hochberg procedure using False Discovery Rate control is the gold standard in large scale multiple testing. In Majumder et al. (2009) an internally cross-validated form of the procedure is used to avoid a costly replicate study and the complications that arise from population selection in such studies (i.e. extraneous variables). I implement this procedure and run extensive simulation studies under increasing levels of dependence among parameters and different data generating distributions and compare results with other common techniques. I illustrate that the internally cross-validated Benjamini--Hochberg procedure results in a significantly reduced false discovery rate, while maintaining a reasonable, though increased, false negative rate, and in a reduction to inherent variability under strong dependence structures when compared with the usual Benjamini--Hochberg procedure. In the discussion section, I describe some possibilities for relevant applications and future studies.
Citation
Price, J. D. (2019). Effect of Cross-Validation on the Output of Multiple Testing Procedures. Graduate Theses and Dissertations Retrieved from https://scholarworks.uark.edu/etd/3324