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True and false discoveries with independent and sequential e-values

Authors :
Vovk, Vladimir
Wang, Ruodu
Publication Year :
2020

Abstract

In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under this assumption, our new algorithms are superior to the known algorithms using independent p-values and to our recent algorithms designed for e-values without the assumption of independence.<br />Comment: 24 pages, 5 figures

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2003.00593
Document Type :
Working Paper