An Empirical Bayes Approach to Controlling the False Discovery Exceedance
控制错误发现比例超限概率的经验贝叶斯方法
In large-scale multiple hypothesis testing problems, the false discovery exceedance (FDX) provides a desirable alternative to the widely used false discovery rate (FDR) when the false discovery proportion (FDP) is highly variable. We develop an empirical Bayes approach to control the FDX. We show that, for independent hypotheses from a two-group model and dependent hypotheses from a Gaussian model fulfilling the exchangeability condition, an oracle decision rule based on…