AdaPT: An interactive procedure for multiple testing with side information

@article{Lei2016AdaPTAI,
  title={AdaPT: An interactive procedure for multiple testing with side information},
  author={Lihua Lei and William Fithian},
  journal={arXiv: Methodology},
  year={2016}
}
We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis $H_i$ we observe both a p-value $p_i$ and some predictor $x_i$ encoding contextual information about the hypothesis. For large-scale problems, adaptively focusing power on the more promising hypotheses (those more likely to yield discoveries) can lead to much more powerful multiple testing procedures. We propose a general iterative framework for this problem, called the Adaptive p-value… Expand

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