# A Bayesian discovery procedure

@article{Guindani2009ABD, 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)}, year={2009}, volume={71} }

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…

## 58 Citations

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