|Colloquium: Zhigen Zhao|
|Time: Feb 28, 2014 04:00 PM|
|Location: Parker Hall 250|
Friday, February 28, 2014
Speaker: Zhigen Zhao, Temple University
Title: Optimal Multiple Testing Methods
Abstract: When testing a large amount of hypotheses simultaneously, it is not only important to control a certain rate of type I error such as (marginal) False Discovery Rate (FDR/mFDR), but it is also important to minimize a certain rate of type II error, such as (marginal) False Non-discovery Rate (FNR/mFNR). We call a testing method optimal if it minimizes the mFNR among all the testing method which controls the mFDR at a designated level . When considering the two-group models, we will give a general approach in deriving the optimal testing method. We will further study the advantage and drawback of this method. This talk is based on the joint work with Li He, Sanat K. Sarkar, and Jiashun Jin.
Faculty host: Xiaoyu Li