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Bayesian False Discovery Rate Controlling Methodology

Tuesday, January 27, 2015 - 11:00
Daniel Yekutieli, Associate Professor and Head of the Statistical Consulting Laboratory in the Statistics and OR Department, Tel Aviv University (Israel)
Statistics Seminar
Room 4192, Earth Science Buildling, 2207 Main Mall

Control over the FDR has become an essential tool in the analysis of large data sets. In my talk, I will explain the relation between selective inference, simultaneity, post-hoc inference, Bayesian discrimination rules and control over the FDR. I will also show how the Benjamini-Hochberg FDR controlling procedure can be extended to construct confidence intervals for selected parameters and illustrate in simulations the connection between frequentist and Bayesian control over the FDR.