The online closure principle

The closure principle is fundamental in multiple testing and has been used to derive many efficient procedures with familywise error rate control. However, it is often unsuitable for modern research, which involves flexible multiple testing settings where not all hypotheses are known at the beginnin...

Descripción completa

Detalles Bibliográficos
Autores: Fischer, Lasse, Bofill Roig, Marta|||0000-0002-4400-7541, Brannath, Werner
Tipo de recurso: artículo
Fecha de publicación:2024
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2117/415334
Acceso en línea:https://hdl.handle.net/2117/415334
https://dx.doi.org/10.1214/24-AOS2370
Access Level:acceso abierto
Palabra clave:Closure principle
Familywise error rate
Online multiple testing
Classificació AMS::62 Statistics::62L Sequential methods
Àrees temàtiques de la UPC::Matemàtiques i estadística
id ES_091a23ea2fd119a63cd6e421c2a2c9f1
oai_identifier_str oai:upcommons.upc.edu:2117/415334
network_acronym_str ES
network_name_str España
repository_id_str
spelling The online closure principleFischer, LasseBofill Roig, Marta|||0000-0002-4400-7541Brannath, WernerClosure principleFamilywise error rateOnline multiple testingClassificació AMS::62 Statistics::62L Sequential methodsÀrees temàtiques de la UPC::Matemàtiques i estadísticaThe closure principle is fundamental in multiple testing and has been used to derive many efficient procedures with familywise error rate control. However, it is often unsuitable for modern research, which involves flexible multiple testing settings where not all hypotheses are known at the beginning of the evaluation. In this paper, we focus on online multiple testing where a possibly infinite sequence of hypotheses is tested over time. At each step, it must be decided on the current hypothesis without having any information about the hypotheses that have not been tested yet. Our main contribution is a general and stringent mathematical definition of online multiple testing and a new online closure principle, which ensures that the resulting closed procedure can be applied in the online setting. We prove that any familywise error rate controlling online procedure can be derived by this online closure principle and provide admissibility results. In addition, we demonstrate how shortcuts of these online closed procedures can be obtained under a suitable consonance property.L. Fischer acknowledges funding by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation)—Project number 281474342/GRK2224/2. M. Bofill Roig is a member of the EU Patient-centric clinical trial platform (EU-PEARL). EU-PEARL has received funding from the Innovative Medicines Initiative 2 Joint Under- taking under grant agreement No. 853966. This Joint Undertaking receives support from the European Union’s Horizon 2020 research and innovation programme and EFPIA and Chil- dren’s Tumor Foundation, Global Alliance for TB Drug Development nonprofit organization, Spring-works Therapeutics Inc. This publication reflects the authors’ views. Neither IMI nor the European Union, EFPIA or any associated partners are responsible for any use that may be made of the information contained herein.Peer Reviewed20242024-04-0120242024-10-04journal articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/2117/415334https://dx.doi.org/10.1214/24-AOS2370reponame:UPCommons. Portal del coneixement obert de la UPCinstname:Universitat Politècnica de Catalunya (UPC)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessoai:upcommons.upc.edu:2117/4153342026-05-27T15:37:01Z
dc.title.none.fl_str_mv The online closure principle
title The online closure principle
spellingShingle The online closure principle
Fischer, Lasse
Closure principle
Familywise error rate
Online multiple testing
Classificació AMS::62 Statistics::62L Sequential methods
Àrees temàtiques de la UPC::Matemàtiques i estadística
title_short The online closure principle
title_full The online closure principle
title_fullStr The online closure principle
title_full_unstemmed The online closure principle
title_sort The online closure principle
dc.creator.none.fl_str_mv Fischer, Lasse
Bofill Roig, Marta|||0000-0002-4400-7541
Brannath, Werner
author Fischer, Lasse
author_facet Fischer, Lasse
Bofill Roig, Marta|||0000-0002-4400-7541
Brannath, Werner
author_role author
author2 Bofill Roig, Marta|||0000-0002-4400-7541
Brannath, Werner
author2_role author
author
dc.subject.none.fl_str_mv Closure principle
Familywise error rate
Online multiple testing
Classificació AMS::62 Statistics::62L Sequential methods
Àrees temàtiques de la UPC::Matemàtiques i estadística
topic Closure principle
Familywise error rate
Online multiple testing
Classificació AMS::62 Statistics::62L Sequential methods
Àrees temàtiques de la UPC::Matemàtiques i estadística
description The closure principle is fundamental in multiple testing and has been used to derive many efficient procedures with familywise error rate control. However, it is often unsuitable for modern research, which involves flexible multiple testing settings where not all hypotheses are known at the beginning of the evaluation. In this paper, we focus on online multiple testing where a possibly infinite sequence of hypotheses is tested over time. At each step, it must be decided on the current hypothesis without having any information about the hypotheses that have not been tested yet. Our main contribution is a general and stringent mathematical definition of online multiple testing and a new online closure principle, which ensures that the resulting closed procedure can be applied in the online setting. We prove that any familywise error rate controlling online procedure can be derived by this online closure principle and provide admissibility results. In addition, we demonstrate how shortcuts of these online closed procedures can be obtained under a suitable consonance property.
publishDate 2024
dc.date.none.fl_str_mv 2024
2024-04-01
2024
2024-10-04
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/2117/415334
https://dx.doi.org/10.1214/24-AOS2370
url https://hdl.handle.net/2117/415334
https://dx.doi.org/10.1214/24-AOS2370
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:UPCommons. Portal del coneixement obert de la UPC
instname:Universitat Politècnica de Catalunya (UPC)
instname_str Universitat Politècnica de Catalunya (UPC)
reponame_str UPCommons. Portal del coneixement obert de la UPC
collection UPCommons. Portal del coneixement obert de la UPC
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1869403086433288192
score 15,812429

Similares en LA Referencia