Bayesian False Discovery Rate Controlling Methodology

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.