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Type I and type II errors for Multiple Simultaneous Hypothesis Testing

Resambling-based confidence regions and multiple tests for a correlated random vector

author: Sylvain Arlot, Université Paris Sud
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0:00 Resampling-based confidence regions and multiple tests for a correlated random vector
0:59 Model
1:31 Model_1
1:44 Model_2
1:54 Model_3
2:56 Model_4
3:29 Model_5
3:42 Model_6
3:55 Example : (neuro)images
4:20 Example : (neuro)images_1
4:27 Example : (neuro)images_2
5:18 Example : (neuro)images_3
5:24 Example : (neuro)images_4
5:49 Example : simulation experiment
6:33 Example : simulation experiment_1
6:43 Example : simulation experiment_2
7:30 (Gt)t2T2 m with m = 128 : bandwith $ correlations
8:15 Multiple Simultaneous Hypothesis Testing
9:01 Multiple Simultaneous Hypothesis Testing_1
9:15 Multiple Simultaneous Hypothesis Testing_2
9:26 Multiple Simultaneous Hypothesis Testing_3
9:30 Multiple Simultaneous Hypothesis Testing_4
10:03 Thresholding
11:15 Thresholding_1
12:02 Bonferroni threshold
12:16 Bonferroni threshold_1
12:51 Bonferroni threshold_2
13:06 Bonferroni threshold_3
13:19 Ideal threshold
13:27 Ideal threshold_1
13:41 Ideal threshold_2
14:12 Goal
14:19 Goal_1
14:25 Goal_2
14:46 Goal_3
14:55 Outline
15:30 Resampling principle [Efron 1979 ; ...]
16:12 Resampling principle [Efron 1979 ; ...]_1
16:36 Resampling principle [Efron 1979 ; ...]_2
16:50 Resampling principle [Efron 1979 ; ...]_3
17:46 Examples of resampling weights
17:54 Examples of resampling weights_1
18:42 Examples of resampling weights_2
19:07 Examples of resampling weights_3
19:32 Examples of resampling weights_4
20:32 Quantile method
20:38 Quantile method_1
21:37 Quantile method_2
22:02 Concentration method
22:41 Concentration method_1
22:49 Concentration method_2
23:15 Concentration method_3
24:00 Results from empirical process theory
24:08 Results from empirical process theory_1
24:34 Results from empirical process theory_3
25:16 Classical procedures and existing results
25:41 Classical procedures and existing results_1
26:28 Classical procedures and existing results_2
26:49 Concentration method : three ideas
27:00 Concentration method : three ideas_1
27:22 Concentration method : three ideas_2
27:38 First result
29:23 Sketch of the proof
29:50 Sketch of the proof_1
30:00 Sketch of the proof_2
30:15 Remarks
30:54 Remarks_1
31:07 Remarks_2
31:53 Remarks_3
32:07 Remarks_4
32:39 Choice of the weights
32:46 Choice of the weights_1
32:55 Choice of the weights_2
33:32 Choice of the weights_3
33:49 Simulations : n = 1000, K = 16384,  = 1
35:24 Second concentration threshold
35:48 Second concentration threshold_1
36:10 Simulations : n = 1000, K = 16384,  = 1
36:38 Method
37:19 Theorem
39:23 Remarks
39:35 Remarks_1
40:08 Remarks_2
40:11 Remarks_3
41:40 Simulations : n = 1000, K = 16384,  = 1
42:31 Simulations : without the additive term ?
43:43 Step-down procedure [Holm 1979 ; Westfall and Young 1993 ; Romano and Wolf 2005]
45:26 Step-down procedure
45:31 Step-down procedure_1
45:43 Step-down procedure_2
45:49 Step-down procedure_3
45:56 Step-down procedure_4
46:40 Simulations : with non-zero means, 0  μk  0.29, b = 24
47:54 Numerical simulation : 0  μk  0.29, b = 24
49:46 Conclusions
50:38 Conclusions_1
50:47 Conclusions_2
50:55 Conclusions_3
50:58 Conclusions_4
51:17 Future works
51:40 Future works_1
52:40 Future works_2
52:59 Thank you for your attention !

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