{"title":"True and false discoveries with independent and sequential e-values","authors":"Vladimir Vovk, Ruodu Wang","doi":"10.1002/cjs.11833","DOIUrl":null,"url":null,"abstract":"<p>In this article, we use <i>e</i>-values in the context of multiple hypothesis testing, assuming that the base tests produce independent, or sequential, <i>e</i>-values. Our simulation and empirical studies, as well as theoretical considerations, suggest that, under this assumption, our new algorithms are superior to the known algorithms using independent <i>p</i>-values and to our recent algorithms designed for <i>e</i>-values without the assumption of independence.</p>","PeriodicalId":55281,"journal":{"name":"Canadian Journal of Statistics-Revue Canadienne De Statistique","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/cjs.11833","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Canadian Journal of Statistics-Revue Canadienne De Statistique","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/cjs.11833","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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Abstract
In this article, we use e-values in the context of multiple hypothesis testing, assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies, as well as theoretical considerations, suggest that, under this assumption, our new algorithms are superior to the known algorithms using independent p-values and to our recent algorithms designed for e-values without the assumption of independence.
期刊介绍：
The Canadian Journal of Statistics is the official journal of the Statistical Society of Canada. It has a reputation internationally as an excellent journal. The editorial board is comprised of statistical scientists with applied, computational, methodological, theoretical and probabilistic interests. Their role is to ensure that the journal continues to provide an international forum for the discipline of Statistics.
The journal seeks papers making broad points of interest to many readers, whereas papers making important points of more specific interest are better placed in more specialized journals. The levels of innovation and impact are key in the evaluation of submitted manuscripts.
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