Type I and type II errors for Multiple Simultaneous Hypothesis Testing

Intrinsic bounds on the BH multiple comparison procedure

author: Pierre Neuvial, Universités Paris VI et VII

Categories

Top: Mathematics: Statistics

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*Slides*
0:02	Intrinsic bounds on the Benjamini Hochberg procedure
0:53	Goal : investigate two different MSHT problems
1:57	Outline
2:31	Outline
2:35	Motivation
5:34	Mixture model
7:22	Multiple comparison
8:56	FDR for the multiple comparison problem
10:03	FDR for the multiple comparison problem
10:34	BH procedure
14:39	Criticality of the multiple comparison problem
16:13	Gaussian detection boundaries
20:35	Outline
20:46	Criticality of the multiple comparison problem
23:25	Criticality of the multiple comparison problem
24:03	Criticality of the multiple comparison problem
24:37	Gaussian multiple comparison problem
25:48	Laplace multiple comparison problem
26:01	Student multiple comparison problem
27:11	Critical value of the Student MC problem
29:53	Outline
31:30	Detecting sparse heterogeneous mixtures
33:22	Detection boundary of the BHDprocedure
33:35	Application to the Gaussian detection problem
35:21	Application to the Laplace detection problem
36:47	Take-home message
38:34	Take-home message
39:23	Take-home message

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