FDR control under block dependence

ABSTRACT

In practical settings such as microarray data analysis, multiple hypotheses with dependence within but not between equal-sized blocks often need to be tested. We consider an adaptive BH procedure to test the hypotheses. Under the condition of positive regression dependence on a subset of the true null hypotheses, the proposed adaptive procedure is shown to control the false discovery rate. The proposed approach is compared to the existing methods in simulation under block dependence and totally uniform pairwise dependence. It is observed that the proposed method performs better than the existing methods in several situations.

KEYWORDS:

• Block dependence
• FDR control
• Multiple comparison
• Power
• Separate analysis

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary 62F03
• Secondary 62H15

Acknowledgment

The authors thank the reviewer for helpful comments that improved the presentation of the article. Haibing Zhao's work was supported by a grant from the National Natural Science Foundation of China (NSFC) (No. 11471204).