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  • 统计与管理学院2018年学术报告第31期

    【主 题】 Group Sequential BH and its Adaptive Versions Controlling the FDR

    【报告人】 Sanat K. Sarkar  教授

    Temple University

    【时 间】 2018年07月05日(星期四)10:00-11:00

    【地 点】 上海财经大学统计与管理学院大楼1208会议室

    摘 要】This research considers the problem of simultaneous testing of multiple hypotheses in a multi-stage group sequential setting subject to control over the false discovery rate (FDR). A multi-stage group sequential form of the Benjamini-Hochberg procedure is developed, and a proof of its FDR control for p-values satisfying a positive dependence condition both between and within stages is given. This group sequential BH is adapted to the proportion of true nulls in two different ways, resulting in the proposal of two adaptive group sequential BH. While one of these adaptive procedures is theoretically shown to control its FDR when the p-values are positively dependent between but independent within stages, the other one's FDR control is assessed through simulations. Comparative performance studies of the proposed procedures in terms of FDR control, power, and proportion of sample saved carried out through extensive simulations provide evidence of superior performance of the proposed adaptive procedures.

    嘉宾简介】Dr.  Sanat K. Sarkar is an internationally recognized researcher who has made fundamental contributions to the development of the field of multiple testing toward its applications in modern scientific investigations, such as in genomics and brain imaging. His research has been funded by the National Science Foundation and the National Security Agency, and often been cited in peer-reviewed journals. He has delivered invited talks at numerous national and international conferences. He co-organized a major conference on Multiple Comparisons funded by the NSF-CBMS and served on the organizing committees of several international conferences on the same topic. He has served on the editorial boards of several respectable journals, like the Annals of Statistics, the American Statistician, and Sankhya. Dr. Sarkar has been recognized as a fellow by both the Institute of Mathematical Statistics and the American Statistical Association, and as an elected member of the International Statistical Institute. He was awarded the Musser Award for excellence in research by the Fox School and inducted several times to the Dean’s Research Honor Roll.