False discovery rate-controlled multiple testing for union null hypotheses: a knockoff-based approach

Research output: Contribution to journalArticlepeer-review

Abstract

False discovery rate (FDR) controlling procedures provide important statistical guarantees for replicability in signal identification based on multiple hypotheses testing. In many fields of study, FDR controling procedures are used in high-dimensional (HD) analyses to discover features that are truly associated with the outcome. In some recent applications, data on the same set of candidate features are independently collected in multiple different studies. For example, gene expression data are collected at different facilities and with different cohorts, to identify the genetic biomarkers of multiple types of cancers. These studies provide us with opportunities to identify signals by considering information from different sources (with potential heterogeneity) jointly. This paper is about how to provide FDR control guarantees for the tests of union null hypotheses of conditional independence. We present a knockoff-based variable selection method (Simultaneous knockoffs) to identify mutual signals from multiple independent datasets, providing exact FDR control guarantees under finite sample settings. This method can work with very general model settings and test statistics. We demonstrate the performance of this method with extensive numerical studies and two real-data examples.

Original languageEnglish (US)
Pages (from-to)3497-3509
Number of pages13
JournalBiometrics
Volume79
Issue number4
DOIs
StatePublished - Dec 2023

Keywords

  • FDR control
  • heterogeneity
  • replicability
  • reproducibility
  • variable selection

ASJC Scopus subject areas

  • Statistics and Probability
  • General Biochemistry, Genetics and Molecular Biology
  • General Immunology and Microbiology
  • General Agricultural and Biological Sciences
  • Applied Mathematics

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