具有独立和连续电子值的真假发现

IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Canadian Journal of Statistics-Revue Canadienne De Statistique Pub Date : 2024-10-21 DOI:10.1002/cjs.11833
Vladimir Vovk, Ruodu Wang
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引用次数: 0

摘要

在本文中,我们在多重假设检验中使用 e 值,假设基本检验产生独立或连续的 e 值。我们的模拟和实证研究以及理论考虑表明,在这一假设下,我们的新算法优于使用独立 p 值的已知算法,也优于我们最近为不带独立性假设的 e 值设计的算法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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True and false discoveries with independent and sequential e-values

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.

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来源期刊
CiteScore
1.40
自引率
0.00%
发文量
62
审稿时长
>12 weeks
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.
期刊最新文献
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