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Small dimensional empirical Bayes inference
D. R. Bickel, “Simple estimators of false discovery rates given as few as one or two p-values without strong parametric assumptions,” Statistical Applications in Genetics and Molecular Biology 12, 529–543 (2013). 2011 version | erratum
To address multiple comparison problems in small-to-high-dimensional biology, this paper introduces estimators of the local false discovery rate (LFDR), reports their main properties, and illustrates their use with proteomics data. The new estimators have the following advantages:
- proven asymptotic conservatism;
- simplicity of calculation without the tuning of smoothing parameters;
- no strong parametric assumptions;
- applicability to very small numbers of hypotheses as well as to very large numbers of hypotheses.
The link to the erratum was added 31 March 2015.
Categories: empirical Bayes, fiducial inference, proteomics, publications
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