An exhaustive ADDIS principle for online FWER control
In this paper, we consider online multiple testing with familywise error rate (FWER) control, where the probability of committing at least one type I error will remain under control while testing a possibly infinite sequence of hypotheses over time. Currently, adaptive-discard (ADDIS) procedures see...
| Autores: | , , |
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| 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:2117/415509 |
| Acceso en línea: | https://hdl.handle.net/2117/415509 https://dx.doi.org/10.1002/bimj.202300237 |
| Access Level: | acceso abierto |
| Palabra clave: | Adaptivity Discarding Familywise error rate Online multiple testing Àrees temàtiques de la UPC::Economia i organització d'empreses |
| Sumario: | In this paper, we consider online multiple testing with familywise error rate (FWER) control, where the probability of committing at least one type I error will remain under control while testing a possibly infinite sequence of hypotheses over time. Currently, adaptive-discard (ADDIS) procedures seem to be the most promising online procedures with FWER control in terms of power. Now, our main contribution is a uniform improvement of the ADDIS principle and thus of all ADDIS procedures. This means, the methods we propose reject as least as much hypotheses as ADDIS procedures and in some cases even more, while maintaining FWER control. In addition, we show that there is no other FWER controlling procedure that enlarges the event of rejecting any hypothesis. Finally, we apply the new principle to derive uniform improvements of the ADDIS-Spending and ADDIS-Graph. |
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