文章基本信息

标题：Non-marginal decisions: A novel Bayesian multiple testing procedure
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作者：Noirrit Kiran Chandra ; Sourabh Bhattacharya
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2019
卷号：13
期号：1
页码：489-535
DOI：10.1214/19-EJS1535
语种：English
出版社：Institute of Mathematical Statistics
摘要：In this paper, we consider the problem of multiple testing where the hypotheses are dependent. In most of the existing literature, either Bayesian or non-Bayesian, the decision rules mainly focus on the validity of the test procedure rather than actually utilizing the dependency to increase efficiency. Moreover, the decisions regarding different hypotheses are marginal in the sense that they do not depend upon each other directly. However, in realistic situations, the hypotheses are usually dependent, and hence it is desirable that the decisions regarding the dependent hypotheses are taken jointly.