True and false discoveries with e-values
Statistical Science (Statist. Sci.), 2019
Abstract
The topic of this paper is multiple hypothesis testing based on e-values, which are Bayes factors stripped of their Bayesian content. Using e-values instead of p-values, which are standard in this area, leads to simple and efficient procedures that control the number of false discoveries under arbitrary dependence of the base e-values. We prove an optimality result for our main procedure and demonstrate advantages of our methods over standard methods using simulated and real-world datasets.
View on arXivComments on this paper
