True and false discoveries with independent and sequential e-values
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2020
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| _version_ | 1866909285232934912 |
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| author | Vovk, Vladimir Wang, Ruodu |
| author_facet | Vovk, Vladimir Wang, Ruodu |
| contents | In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under this assumption, our new algorithms are superior to the known algorithms using independent p-values and to our recent algorithms designed for e-values without the assumption of independence. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2003_00593 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | True and false discoveries with independent and sequential e-values Vovk, Vladimir Wang, Ruodu Methodology 62F03, 62G10 (Primary) 62A01 (Secondary) In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under this assumption, our new algorithms are superior to the known algorithms using independent p-values and to our recent algorithms designed for e-values without the assumption of independence. |
| title | True and false discoveries with independent and sequential e-values |
| topic | Methodology 62F03, 62G10 (Primary) 62A01 (Secondary) |
| url | https://arxiv.org/abs/2003.00593 |