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).
- Look at peaks (vs points or clusters) in data
- "topological features" of data landscape or "summary statistics"
Construct confidence ellipsoids for peak locations
- Select and detect regions. Pre-threshhold effect for candidates. Statistical test for significance among the survivors
- 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
Mentions
Mentions
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