A Bayesian discovery procedure

  title={A Bayesian discovery procedure},
  author={M. Guindani and Peter M{\"u}ller and Song Zhang},
  journal={Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  • M. GuindaniP. MüllerSong Zhang
  • Published 1 November 2009
  • Computer Science, Mathematics
  • Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Summary.  We discuss a Bayesian discovery procedure for multiple‐comparison problems. We show that, under a coherent decision theoretic framework, a loss function combining true positive and false positive counts leads to a decision rule that is based on a threshold of the posterior probability of the alternative. Under a semiparametric model for the data, we show that the Bayes rule can be approximated by the optimal discovery procedure, which was recently introduced by Storey. Improving the… 

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