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False Discovery Rate for Large Scale Hypothesis Testing

Armandpour, Mohammad Reza | 2016

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  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 48319 (02)
  4. University: Sharif University of Technology
  5. Department: Mathematical Sciences
  6. Advisor(s): Alishahi, Kasra
  7. Abstract:
  8. The chapter 1 begins the discussion of a theory of large-scale simultaneous hypothesis testing now under development in the statistics literature. Furthermore,this chapter introduces the False Discovery Rate (FDR) and Empirical Bayes approach. In chapter 2, the frequentist viewpoints to the simultaneous hypothesis testing is mentioned. apter 3 describes the break through paper of the Benjamini and Hochberg published in 1995. Chapter 4 provides new criteria for error and represents an outstanding method of controlling FDR by J.D. Storey. The first part of chapter 5 discusses a paper related to control of FDR for variable selection in linear model setting by E.Candes and R. Barber. In the rest of the chapter, We explain our proposed method which is an enhanced version of the E. Candes’ paper
  9. Keywords:
  10. Simultaneous Hypothesis Test (SHT) ; False Discovery Rate ; Linear Regression ; Benjamini and Houchberg Method ; Variable Selection

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