Bayesian MAP multiple testing procedures (Articolo in rivista)

Type
Label
  • Bayesian MAP multiple testing procedures (Articolo in rivista) (literal)
Anno
  • 2006-01-01T00:00:00+01:00 (literal)
Alternative label
  • Abramovich F., Angelini C. (2006)
    Bayesian MAP multiple testing procedures
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Abramovich F., Angelini C. (literal)
Pagina inizio
  • 436 (literal)
Pagina fine
  • 460 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 68 (literal)
Note
  • ISI Web of Science (WOS) (literal)
Titolo
  • Bayesian MAP multiple testing procedures (literal)
Abstract
  • We consider a Bayesian approach to multiple hypothesis testing. A hierarchical prior model is based on imposing a prior distribution $\pi(k)$ on the number of hypotheses arising from alternatives (false nulls). We then apply the maximum a posteriori (MAP) rule to find the most likely configuration of null and alternative hypotheses. The resulting MAP procedure and its closely related step-up and step-down versions compare ordered Bayes factors of individual hypotheses with a sequence of critical values depending on the prior. We discuss the relations between the proposed MAP procedure and the existing frequentist and Bayesian counterparts. A more detailed analysis is given for the normal data, where we show, in particular, that choosing a specific $\pi(k)$, the MAP procedure can mimic several known familywise error (FWE) and false discovery rate (FDR) controlling procedures. The performance of MAP procedures is illustrated on a simulated example. (literal)
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