Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification

@article{Chandra2020AsymptoticTO,
  title={Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification},
  author={N. K. Chandra and Sourabh Bhattacharya},
  journal={Annals of the Institute of Statistical Mathematics},
  year={2020}
}
We study asymptotic properties of Bayesian multiple testing procedures and provide sufficient conditions for strong consistency under general dependence structure. We also consider a novel Bayesian multiple testing procedure and associated error measures that coherently accounts for the dependence structure present in the model. We advocate posterior versions of FDR and FNR as appropriate error rates and show that their asymptotic convergence rates are directly associated with the Kullback… 
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