2012
DOI: 10.1214/12-aos1042
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On false discovery rate thresholding for classification under sparsity

Abstract: We study the properties of false discovery rate (FDR) thresholding, viewed as a classification procedure. The "0"-class (null) is assumed to have a known density while the "1"-class (alternative) is obtained from the "0"-class either by translation or by scaling. Furthermore, the "1"-class is assumed to have a small number of elements w.r.t. the "0"-class (sparsity). We focus on densities of the Subbotin family, including Gaussian and Laplace models. Nonasymptotic oracle inequalities are derived for the excess… Show more

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Cited by 31 publications
(29 citation statements)
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References 28 publications
(101 reference statements)
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“…Neuvial and Roquain (2012) generalized the findings of Bogdan et al (2011) concerning ϕ LSU to a broader class of distributions of X 1 . In this sense, ϕ LSU adapts to the unknown degree of sparsity in the data.…”
Section: Definition 62 (Bogdan Et Al (2011))mentioning
confidence: 78%
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“…Neuvial and Roquain (2012) generalized the findings of Bogdan et al (2011) concerning ϕ LSU to a broader class of distributions of X 1 . In this sense, ϕ LSU adapts to the unknown degree of sparsity in the data.…”
Section: Definition 62 (Bogdan Et Al (2011))mentioning
confidence: 78%
“…As noted by Neuvial and Roquain (2012), the optimal rejection region σ c in (6.5) simplifies to a threshold for the data point x i itself if k = 1 and the likelihood ratio Θ is increasing in its argument x. Remarkable exceptions are sparse cases where class probabilities are highly unbalanced.…”
Section: Binary Classification Under Sparsitymentioning
confidence: 99%
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“…A decision-theoretic and a Bayesian approach to these multiple decision problems with high-dimensional data is certainly not new as can be seen in [15, 21, 20, 4, 3, 17]. Other approaches are in [22, 23] and [18].…”
Section: Introductionmentioning
confidence: 99%
“…Amazon Basin(Benjamini and Hochberg, 1995;Hethcoat et al, 2019;Neuvial and Roquain, 2012). A 243 high DR and low FDR is clearly desirable, but these cannot be fixed independently in two-class 244 detection problems and both depend on the threshold value (Figure 2).…”
mentioning
confidence: 99%