Hierarchical correction of p-values via an ultrametric tree running Ornstein-Uhlenbeck process

Autor: Bichat, Antoine, Ambroise, Christophe, Mariadassou, Mahendra
Rok vydání: 2020
Předmět:
Zdroj: Comput Stat (2021)
Druh dokumentu: Working Paper
DOI: 10.1007/s00180-021-01148-6
Popis: Statistical testing is classically used as an exploratory tool to search for association between a phenotype and many possible explanatory variables. This approach often leads to multiple testing under dependence. We assume a hierarchical structure between tests via an Ornstein-Uhlenbeck process on a tree. The process correlation structure is used for smoothing the p-values. We design a penalized estimation of the mean of the Ornstein-Uhlenbeck process for p-value computation. The performances of the algorithm are assessed via simulations. Its ability to discover new associations is demonstrated on a metagenomic dataset. The corresponding R package is available from https://github.com/abichat/zazou.
Comment: 22 pages, 6 figures
Databáze: arXiv