no code implementations • 1 Feb 2021 • Kweku Abraham, Ismael Castillo, Etienne Roquain
In the sparse sequence model, we consider a popular Bayesian multiple testing procedure and investigate for the first time its behaviour from the frequentist point of view.
Statistics Theory Statistics Theory 62G10 (Primary) 62C12 (Secondary)
no code implementations • 11 Jan 2021 • Kweku Abraham, Ismael Castillo, Elisabeth Gassiat
Given a nonparametric Hidden Markov Model (HMM) with two states, the question of constructing efficient multiple testing procedures is considered, treating one of the states as an unknown null hypothesis.
Statistics Theory Statistics Theory 62G10 (primary), 62M05 (secondary)