Multiple testing with discrete data: Proportion of true null hypotheses and two adaptive FDR procedures

We consider multiple testing with false discovery rate (FDR) control when p values have discrete and heterogeneous null distributions. We propose a new estimator of the proportion of true null hypotheses and demonstrate that it is less upwardly biased than Storey's estimator and two other estimators. The new estimator induces two adaptive procedures, that is, an adaptive Benjamini–Hochberg (BH) procedure and an adaptive Benjamini–Hochberg–Heyse (BHH) procedure. We prove that the adaptive BH (aBH) procedure is conservative nonasymptotically. Through simulation studies, we show that these procedures are usually more powerful than their nonadaptive counterparts and that the adaptive BHH procedure is usually more powerful than the aBH procedure and a procedure based on randomized p‐value. The adaptive procedures are applied to a study of HIV vaccine efficacy, where they identify more differentially polymorphic positions than the BH procedure at the same FDR level.     

Optimal multiple testing and design in clinical trials

A central goal in designing clinical trials is to find the test that maximizes power (or equivalently minimizes required sample size) for finding a false null hypothesis subject to the constraint of type I error. When there is more than one test, such as in clinical trials with multiple endpoints, the issues of optimal design and optimal procedures become more complex. In this paper, we address the question of how such optimal tests should be defined and how they can be found. We review different notions of power and how they relate to study goals, and also consider the requirements of type I error control and the nature of the procedures. This leads us to an explicit optimization problem with objective and constraints that describe its specific desiderata. We present a complete solution for deriving optimal procedures for two hypotheses, which have desired monotonicity properties, and are computationally simple. For some of the optimization formulations this yields optimal procedures that are identical to existing procedures, such as Hommel's procedure or the procedure of Bittman et al. (2009), while for other cases it yields completely novel and more powerful procedures than existing ones. We demonstrate the nature of our novel procedures and their improved power extensively in a simulation and on the APEX study (Cohen et al., 2016).     

Implementing false discovery rate control: increasing your power

Popular procedures to control the chance of making type I errors when multiple statistical tests are performed come at a high cost: a reduction in power. As the number of tests increases, power for an individual test may become unacceptably low. This is a consequence of minimizing the chance of making even a single type I error, which is the aim of, for instance, the Bonferroni and sequential Bonferroni procedures. An alternative approach, control of the false discovery rate (FDR), has recently been advocated for ecological studies. This approach aims at controlling the proportion of significant results that are in fact type I errors. Keeping the proportion of type I errors low among all significant results is a sensible, powerful, and easy-to-interpret way of addressing the multiple testing issue. To encourage practical use of the approach, in this note we illustrate how the proposed procedure works, we compare it to more traditional methods that control the familywise error rate, and we discuss some recent useful developments in FDR control.     

Coordinate Based Meta-Analysis of Functional Neuroimaging Data; False Discovery Control and Diagnostics

Coordinate based meta-analysis (CBMA) is widely used to find regions of consistent activation across fMRI studies that have been selected for their functional relevance to a given hypothesis. Only reported coordinates (foci), and a model of their spatial uncertainty, are used in the analysis. Results are clusters of foci where multiple studies have reported in the same spatial region, indicating functional relevance. There are several published methods that perform the analysis in a voxel-wise manner, resulting in around 10⁵ statistical tests, and considerable emphasis placed on controlling the risk of type 1 statistical error. Here we address this issue by dramatically reducing the number of tests, and by introducing a new false discovery rate control: the false cluster discovery rate (FCDR). FCDR is particularly interpretable and relevant to the results of CBMA, controlling the type 1 error by limiting the proportion of clusters that are expected under the null hypothesis. We also introduce a data diagnostic scheme to help ensure quality of the analysis, and demonstrate its use in the example studies. We show that we control the false clusters better than the widely used ALE method by performing numerical experiments, and that our clustering scheme results in more complete reporting of structures relevant to the functional task.     

Statistical Detection of EEG Synchrony Using Empirical Bayesian Inference

There is growing interest in understanding how the brain utilizes synchronized oscillatory activity to integrate information across functionally connected regions. Computing phase-locking values (PLV) between EEG signals is a popular method for quantifying such synchronizations and elucidating their role in cognitive tasks. However, high-dimensionality in PLV data incurs a serious multiple testing problem. Standard multiple testing methods in neuroimaging research (e.g., false discovery rate, FDR) suffer severe loss of power, because they fail to exploit complex dependence structure between hypotheses that vary in spectral, temporal and spatial dimension. Previously, we showed that a hierarchical FDR and optimal discovery procedures could be effectively applied for PLV analysis to provide better power than FDR. In this article, we revisit the multiple comparison problem from a new Empirical Bayes perspective and propose the application of the local FDR method (locFDR; Efron, 2001) for PLV synchrony analysis to compute FDR as a posterior probability that an observed statistic belongs to a null hypothesis. We demonstrate the application of Efron''s Empirical Bayes approach for PLV synchrony analysis for the first time. We use simulations to validate the specificity and sensitivity of locFDR and a real EEG dataset from a visual search study for experimental validation. We also compare locFDR with hierarchical FDR and optimal discovery procedures in both simulation and experimental analyses. Our simulation results showed that the locFDR can effectively control false positives without compromising on the power of PLV synchrony inference. Our results from the application locFDR on experiment data detected more significant discoveries than our previously proposed methods whereas the standard FDR method failed to detect any significant discoveries.     

Testing Jumps via False Discovery Rate Control

Many recently developed nonparametric jump tests can be viewed as multiple hypothesis testing problems. For such multiple hypothesis tests, it is well known that controlling type I error often makes a large proportion of erroneous rejections, and such situation becomes even worse when the jump occurrence is a rare event. To obtain more reliable results, we aim to control the false discovery rate (FDR), an efficient compound error measure for erroneous rejections in multiple testing problems. We perform the test via the Barndorff-Nielsen and Shephard (BNS) test statistic, and control the FDR with the Benjamini and Hochberg (BH) procedure. We provide asymptotic results for the FDR control. From simulations, we examine relevant theoretical results and demonstrate the advantages of controlling the FDR. The hybrid approach is then applied to empirical analysis on two benchmark stock indices with high frequency data.     

Quantitative trait Loci analysis using the false discovery rate

False discovery rate control has become an essential tool in any study that has a very large multiplicity problem. False discovery rate-controlling procedures have also been found to be very effective in QTL analysis, ensuring reproducible results with few falsely discovered linkages and offering increased power to discover QTL, although their acceptance has been slower than in microarray analysis, for example. The reason is partly because the methodological aspects of applying the false discovery rate to QTL mapping are not well developed. Our aim in this work is to lay a solid foundation for the use of the false discovery rate in QTL mapping. We review the false discovery rate criterion, the appropriate interpretation of the FDR, and alternative formulations of the FDR that appeared in the statistical and genetics literature. We discuss important features of the FDR approach, some stemming from new developments in FDR theory and methodology, which deem it especially useful in linkage analysis. We review false discovery rate-controlling procedures--the BH, the resampling procedure, and the adaptive two-stage procedure-and discuss the validity of these procedures in single- and multiple-trait QTL mapping. Finally we argue that the control of the false discovery rate has an important role in suggesting, indicating the significance of, and confirming QTL and present guidelines for its use.     

An efficient Monte Carlo approach to assessing statistical significance in genomic studies

MOTIVATION: Multiple hypothesis testing is a common problem in genome research, particularly in microarray experiments and genomewide association studies. Failure to account for the effects of multiple comparisons would result in an abundance of false positive results. The Bonferroni correction and Holm's step-down procedure are overly conservative, whereas the permutation test is time-consuming and is restricted to simple problems. RESULTS: We developed an efficient Monte Carlo approach to approximating the joint distribution of the test statistics along the genome. We then used the Monte Carlo distribution to evaluate the commonly used criteria for error control, such as familywise error rates and positive false discovery rates. This approach is applicable to any data structures and test statistics. Applications to simulated and real data demonstrate that the proposed approach provides accurate error control, and can be substantially more powerful than the Bonferroni and Holm methods, especially when the test statistics are highly correlated.     

The quality preserving database: a computational framework for encouraging collaboration, enhancing power and controlling false discovery

The common scenario in computational biology in which a community of researchers conduct multiple statistical tests on one shared database gives rise to the multiple hypothesis testing problem. Conventional procedures for solving this problem control the probability of false discovery by sacrificing some of the power of the tests. We suggest a scheme for controlling false discovery without any power loss by adding new samples for each use of the database and charging the user with the expenses. The crux of the scheme is a carefully crafted pricing system that fairly prices different user requests based on their demands while keeping the probability of false discovery bounded. We demonstrate this idea in the context of HIV treatment research, where multiple researchers conduct tests on a repository of HIV samples.     

Resampling-based empirical Bayes multiple testing procedures for controlling generalized tail probability and expected value error rates: focus on the false discovery rate and simulation study

This article proposes resampling-based empirical Bayes multiple testing procedures for controlling a broad class of Type I error rates, defined as generalized tail probability (gTP) error rates, gTP (q,g) = Pr(g (V(n),S(n)) > q), and generalized expected value (gEV) error rates, gEV (g) = E [g (V(n),S(n))], for arbitrary functions g (V(n),S(n)) of the numbers of false positives V(n) and true positives S(n). Of particular interest are error rates based on the proportion g (V(n),S(n)) = V(n) /(V(n) + S(n)) of Type I errors among the rejected hypotheses, such as the false discovery rate (FDR), FDR = E [V(n) /(V(n) + S(n))]. The proposed procedures offer several advantages over existing methods. They provide Type I error control for general data generating distributions, with arbitrary dependence structures among variables. Gains in power are achieved by deriving rejection regions based on guessed sets of true null hypotheses and null test statistics randomly sampled from joint distributions that account for the dependence structure of the data. The Type I error and power properties of an FDR-controlling version of the resampling-based empirical Bayes approach are investigated and compared to those of widely-used FDR-controlling linear step-up procedures in a simulation study. The Type I error and power trade-off achieved by the empirical Bayes procedures under a variety of testing scenarios allows this approach to be competitive with or outperform the Storey and Tibshirani (2003) linear step-up procedure, as an alternative to the classical Benjamini and Hochberg (1995) procedure.     

Increased power of microarray analysis by use of an algorithm based on a multivariate procedure

MOTIVATION: The power of microarray analyses to detect differential gene expression strongly depends on the statistical and bioinformatical approaches used for data analysis. Moreover, the simultaneous testing of tens of thousands of genes for differential expression raises the 'multiple testing problem', increasing the probability of obtaining false positive test results. To achieve more reliable results, it is, therefore, necessary to apply adjustment procedures to restrict the family-wise type I error rate (FWE) or the false discovery rate. However, for the biologist the statistical power of such procedures often remains abstract, unless validated by an alternative experimental approach. RESULTS: In the present study, we discuss a multiplicity adjustment procedure applied to classical univariate as well as to recently proposed multivariate gene-expression scores. All procedures strictly control the FWE. We demonstrate that the use of multivariate scores leads to a more efficient identification of differentially expressed genes than the widely used MAS5 approach provided by the Affymetrix software tools (Affymetrix Microarray Suite 5 or GeneChip Operating Software). The practical importance of this finding is successfully validated using real time quantitative PCR and data from spike-in experiments. AVAILABILITY: The R-code of the statistical routines can be obtained from the corresponding author. CONTACT: Schuster@imise.uni-leipzig.de     

Wavelet thresholding with bayesian false discovery rate control

The false discovery rate (FDR) procedure has become a popular method for handling multiplicity in high-dimensional data. The definition of FDR has a natural Bayesian interpretation; it is the expected proportion of null hypotheses mistakenly rejected given a measure of evidence for their truth. In this article, we propose controlling the positive FDR using a Bayesian approach where the rejection rule is based on the posterior probabilities of the null hypotheses. Correspondence between Bayesian and frequentist measures of evidence in hypothesis testing has been studied in several contexts. Here we extend the comparison to multiple testing with control of the FDR and illustrate the procedure with an application to wavelet thresholding. The problem consists of recovering signal from noisy measurements. This involves extracting wavelet coefficients that result from true signal and can be formulated as a multiple hypotheses-testing problem. We use simulated examples to compare the performance of our approach to the Benjamini and Hochberg (1995, Journal of the Royal Statistical Society, Series B57, 289-300) procedure. We also illustrate the method with nuclear magnetic resonance spectral data from human brain.     

Estimating the statistical significance of peptide identifications from shotgun proteomics experiments

We present a wrapper-based approach to estimate and control the false discovery rate for peptide identifications using the outputs from multiple commercially available MS/MS search engines. Features of the approach include the flexibility to combine output from multiple search engines with sequence and spectral derived features in a flexible classification model to produce a score associated with correct peptide identifications. This classification model score from a reversed database search is taken as the null distribution for estimating p-values and false discovery rates using a simple and established statistical procedure. Results from 10 analyses of rat sera on an LTQ-FT mass spectrometer indicate that the method is well calibrated for controlling the proportion of false positives in a set of reported peptide identifications while correctly identifying more peptides than rule-based methods using one search engine alone.     

Progressive multiple alignment using sequence triplet optimizations and three-residue exchange costs

In this paper we demonstrate a practical approach to construct progressive multiple alignments using sequence triplet optimizations rather than a conventional pairwise approach. Using the sequence triplet alignments progressively provides a scope for the synthesis of a three-residue exchange amino acid substitution matrix. We develop such a 20 x 20 x 20 matrix for the first time and demonstrate how its use in optimal sequence triplet alignments increases the sensitivity of building multiple alignments. Various comparisons were made between alignments generated using the progressive triplet methods and the conventional progressive pairwise procedure. The assessment of these data reveal that, in general, the triplet based approaches generate more accurate sequence alignments than the traditional pairwise based procedures, especially between more divergent sets of sequences.     

Assigning significance to peptides identified by tandem mass spectrometry using decoy databases

Automated methods for assigning peptides to observed tandem mass spectra typically return a list of peptide-spectrum matches, ranked according to an arbitrary score. In this article, we describe methods for converting these arbitrary scores into more useful statistical significance measures. These methods employ a decoy sequence database as a model of the null hypothesis, and use false discovery rate (FDR) analysis to correct for multiple testing. We first describe a simple FDR inference method and then describe how estimating and taking into account the percentage of incorrectly identified spectra in the entire data set can lead to increased statistical power.     

Mass-dependent mass loss: how to get the null hypothesis wrong

In ecological studies there is often considerable interest in the question whether the magnitude of mass loss in animals depends on their initial mass. Cichon et al. have recently questioned the validity of conventional statistical testing of relations between mass loss and initial mass, and derived a new null hypothesis to be used for a "correct" statistical analysis. Here, I demonstrate that the method employed by Cichon et al. is wrong and leads to false conclusions. Hence, there is no need to reverse the biological interpretation of previously published results.     

Shrunken p-values for assessing differential expression with applications to genomic data analysis

In many scientific problems involving high-throughput technology, inference must be made involving several hundreds or thousands of hypotheses. Recent attention has focused on how to address the multiple testing issue; much focus has been devoted toward the use of the false discovery rate. In this article, we consider an alternative estimation procedure titled shrunken p-values for assessing differential expression (SPADE). The estimators are motivated by risk considerations from decision theory and lead to a completely new method for adjustment in the multiple testing problem. In addition, the decision-theoretic framework can be used to derive a decision rule for controlling the number of false positive results. Some theoretical results are outlined. The proposed methodology is illustrated using simulation studies and with application to data from a prostate cancer gene expression profiling study.     

Proceedings of the SMBE Tri-National Young Investigators' Workshop 2005. Control of the false discovery rate applied to the detection of positively selected amino acid sites

In this article, we consider the probabilistic identification of amino acid positions that evolve under positive selection as a multiple hypothesis testing problem. The null hypothesis "H0,s: site s evolves under a negative selection or under a neutral process of evolution" is tested at each codon site of the alignment of homologous coding sequences. Standard hypothesis testing is based on the control of the expected proportion of falsely rejected null hypotheses or type-I error rate. As the number of tests increases, however, the power of an individual test may become unacceptably low. Recent advances in statistics have shown that the false discovery rate--in this case, the expected proportion of sites that do not evolve under positive selection among those that are estimated to evolve under this selection regime--is a quantity that can be controlled. Keeping the proportion of false positives low among the significant results generally leads to an increase in power. In this article, we show that controlling the false detection rate is relevant when searching for positively selected sites. We also compare this new approach to traditional methods using extensive simulations.     

Homologous recombination is unlikely to play a major role in influenza B virus evolution

Background

The role of migratory birds and of poultry trade in the dispersal of highly pathogenic H5N1 is still the topic of intense and controversial debate. In a recent contribution to this journal, Flint argues that the strict application of the scientific method can help to resolve this issue.

Discussion

We argue that Flint's identification of the scientific method with null hypothesis testing is misleading and counterproductive. There is far more to science than the testing of hypotheses; not only the justification, bur also the discovery of hypotheses belong to science. We also show why null hypothesis testing is weak and that Bayesian methods are a preferable approach to statistical inference. Furthermore, we criticize the analogy put forward by Flint between involuntary transport of poultry and long-distance migration.

Summary

To expect ultimate answers and unequivocal policy guidance from null hypothesis testing puts unrealistic expectations on a flawed approach to statistical inference and on science in general.