Advanced & Applied Topics · High-Dimensional Statistics & Sparsity

FDR: Computational practices and real-world applications in high dimensions

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Advanced Mathematical Statistics

Overview

Topics covered

  • Introduction
  • FDR: Computational Practices and Applications in High Dimensions
  • The Problem of High Dimensional Multiplicity
  • 1.1 Classic Error Rates: FWER and k-FWER
  • Basics of the False Discovery Rate (FDR)
  • 2.1 Magnitude Relationship between FDR and FWER

Related concepts

Main connections

  • Multiple testing & FWER/FDR
  • p-value & significance
  • Hypothesis testing
  • Linear algebra & matrices
  • Bayes' theorem & priors
  • Conditional probability & independence

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

{H0,1,H0,2,…,H0,m}
View LaTeX source\{H_{0,1}, H_{0,2}, \dots, H_{0,m}\}