"Improved ranking and selection for large-scale inference"

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• Prof Michael Newton, University of Wisconsin-Madison
• Tuesday 10 May 2016, 14:30-15:30
• Large Seminar Room, 1st Floor, Institute of Public Health, University Forvie Site, Robinson Way, Cambridge.

If you have a question about this talk, please contact Alison Quenault.

Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference.

Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to overpopulate lists of leading units with those associated with low measurement error. By contrast, local maximum likelihood (ML) approaches tend to favor units with high measurement error.

Available Bayesian and empirical Bayesian approaches rely on specialized loss functions that result in similar deficiencies. We describe and evaluate a generic empirical Bayesian ranking procedure that populates the list of top units in a way that maximizes the expected overlap between the true and reported top lists for all list sizes. The procedure relates unit-specific posterior upper tail probabilities with their empirical distribution to yield a ranking variable. It discounts high-variance units less than popular non-ML methods and thus achieves improved operating characteristics in the models considered. Examples from genomics and sports are used to demonstrate the method.

This talk is part of the MRC Biostatistics Unit Seminars series.

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