主题：Asymptotic Uncertainty of False Discovery Proportion
主讲人：余涛新 加坡国立大学
主持人：姜云卢 暨南大学
时间：2025年6月10日（周二）下午15:30-16:30
地点：暨南大学石牌校区经济学院（中惠楼）102室
摘要
Multiple testing has been a prominent topic in statistical research. Despite extensive work in this area, controlling false discoveries remains a challenging task, especially when the test statistics exhibit dependence. Various methods have been proposed to estimate the false discovery proportion (FDP) under arbitrary dependencies among the test statistics. One key approach is to transform arbitrary dependence into weak dependence and subsequently establish the strong consistency of FDP and false discovery rate (FDR) under weak dependence. As a result, FDPs converge to the same asymptotic limit within the framework of weak dependence. However, we have observed that the asymptotic variance of FDP can be significantly influenced by the dependence structure of the test statistics, even when they exhibit only weak dependence. Quantifying this variability is of great practical importance, as it serves as an indicator of the quality of FDP estimation from the data. To the best of our knowledge, there is limited research on this aspect in the literature. In this paper, we aim to fill in this gap by quantifying the variation of FDP, assuming that the test statistics exhibit weak dependence and follow normal or t distributions. We begin by deriving the asymptotic expansion of the FDP and subsequently investigate how the asymptotic variance of the FDP is influenced by different dependence structures. Based on the insights gained from this study, we recommend that in multiple testing procedures utilizing FDP, reporting both the mean and variance estimates of FDP can provide a more comprehensive assessment of the study’s outcomes.
主讲人简介
余涛博士分别于2001年和2004年在南开大学获得数学学士和概率统计硕士学位，2009年在美国威斯康星大学麦迪逊分校获得博士学位。2009年9月至2016年12月，任新加坡国立大学统计与应用概率系助理教授，现为新加坡国立大学统计与数据科学系副教授。目前的主要研究方向包括高维与大数据统计推断、非参数和半参数模型、生物信息学与生物统计学。在统计学顶级刊物JASA、 AoS和Biometrika、计量经济学顶刊JoE以及生物医学统计顶刊Statistics in Medicine等发表过多篇学术论文。
欢迎感兴趣的师生参加！
校对|姜云卢
责编| 彭毅
初审| 姜云卢
终审发布| 何凌云
（来源：暨南大学经济学院微信公众号）
