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Simultaneous false discovery proportion bounds via knockoffs and closed testing

Jinzhou LiMarloes H. MaathuisJelle J. Goeman
Dec 2022
摘要
We propose new methods to obtain simultaneous false discovery proportionbounds for knockoff-based approaches. We first investigate an approach based onJanson and Su's $k$-familywise error rate control method and interpolation. Wethen generalize it by considering a collection of $k$ values, and show that thebound of Katsevich and Ramdas is a special case of this method and can beuniformly improved. Next, we further generalize the method by using closedtesting with a multi-weighted-sum local test statistic. This allows us toobtain a further uniform improvement and other generalizations over previousmethods. We also develop an efficient shortcut for its implementation. Wecompare the performance of our proposed methods in simulations and apply themto a data set from the UK Biobank.
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