A0323
Title: The Surprising Power of Subgroup Selection in High-Dimensional Multiple Testing
Authors: Nick Koning - Erasmus University Rotterdam (Netherlands) [presenting]
Abstract: We analyze the effects of the strategic selection of an algebraic subgroup for use in the permutation-based Westfall & Young maxT multiple testing method. We report the surprising observation that a tiny subgroup can yield a version of the maxT method that dramatically outperforms the method based on entire group or on a large number of Monte Carlo draws. To explain these findings, we analyze the power of the maxT method based on a strategically selected subgroup and the entire group in a Gaussian location model with p tests and n observations. By studying the relative efficiency, our results suggest that the power difference largest in high dimensional settings where n^{-1/2} \log p is large.
