Familywise Error Rate Control With a Lasso Estimator - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2017

Familywise Error Rate Control With a Lasso Estimator

Patrick J.C Tardivel
Rémi Servien
Didier Concordet

Résumé

We propose a new method to control the familywise error rate (FWER) in linear Gaussian models. Our method relies on a lasso-type estimator and can be used for all n x p full-rank design matrices. We provide an explicit and non-asymptotic choice for the lasso tuning parameter that controls the FWER. Numerical experiments highlight the performances of our approach compared to the state-of-the-art procedures. An application to the detection of metabolites in metabolomics is provided..
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Dates et versions

hal-01322077 , version 1 (26-05-2016)
hal-01322077 , version 2 (27-07-2016)
hal-01322077 , version 3 (27-02-2017)
hal-01322077 , version 4 (04-07-2017)
hal-01322077 , version 5 (14-11-2017)

Identifiants

  • HAL Id : hal-01322077 , version 3

Citer

Patrick J.C Tardivel, Rémi Servien, Didier Concordet. Familywise Error Rate Control With a Lasso Estimator . 2017. ⟨hal-01322077v3⟩
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