Selective peak inference for signal localization in multiple testing

[[talk-data]]

Notes

selective inference and selective inference (PNAS paper)

Goal: localize non-null regions (instead of rejecting as many alternatives as possible).

  1. Select and detect regions. Pre-threshhold effect for candidates. Statistical test for significance among the survivors
  2. Infer: produce confidence ellipsoid for the region + a confidence interval for the height of the selected peaks

Testing for significance requires some nuance. Math I didn't fully pay attantion to. Need to condition on an event that a point is selected as a potential peak in the first place.

Punchline: significant peaks consistently estimate true nes with εn convergence.

Mentions

Mentions

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