Post hoc false positive control for spatially structured hypotheses (1807.01470v2)

Abstract: In a high dimensional multiple testing framework, we present new confidence bounds on the false positives contained in subsets S of selected null hypotheses. The coverage probability holds simultaneously over all subsets S, which means that the obtained confidence bounds are post hoc. Therefore, S can be chosen arbitrarily, possibly by using the data set several times. We focus in this paper specifically on the case where the null hypotheses are spatially structured. Our method is based on recent advances in post hoc inference and particularly on the general methodology of Blanchard et al. (2017); we build confidence bounds for some pre-specified forest-structured subsets {R k , k $\in$ K}, called the reference family, and then we deduce a bound for any subset S by interpolation. The proposed bounds are shown to improve substantially previous ones when the signal is locally structured. Our findings are supported both by theoretical results and numerical experiments. Moreover, we show that our bound can be obtained by a low-complexity algorithm, which makes our approach completely operational for a practical use. The proposed bounds are implemented in the open-source R package sansSouci.