Large-scale inference : empirical Bayes methods for estimation, testing, and prediction /

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Bibliographic Details
Author / Creator:Efron, Bradley.
Imprint:Cambridge : Cambridge University Press, 2010.
Description:xii, 263 p. : ill. (some col.) ; 24 cm.
Language:English
Series:Institute of mathematical statistics monographs ; 1
Institute of Mathematical Statistics monographs ; 1.
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8151123
Hidden Bibliographic Details
Varying Form of Title:Empirical Bayes methods for estimation, testing, and prediction
ISBN:9780521192491 (hbk.)
0521192498 (hbk.)
Notes:Includes bibliographical references (p. 251-257) and index.
Table of Contents:
  • Prologue
  • Acknowledgments
  • 1. Empirical Bayes and the James-Stein Estimator
  • 1.1. Bayes Rule and Multivariate Normal Estimation
  • 1.2. Empirical Bayes Estimation
  • 1.3. Estimating the Individual Components
  • 1.4. Learning from the Experience of Others
  • 1.5. Empirical Bayes Confidence Intervals
  • Notes
  • 2. Large-Scale Hypothesis Testing
  • 2.1. A Microarray Example
  • 2.2. Bayesian Approach
  • 2.3. Empirical Bayes Estimates
  • 2.4. Fdr(Z) as a Point Estimate
  • 2.5. Independence versus Correlation
  • 2.6. Learning from the Experience of Others II
  • Notes
  • 3. Significance Testing Algorithms
  • 3.1. p-Values and z-Values
  • 3.2. Adjusted p-Values and the FWER
  • 3.3. Stepwise Algorithms
  • 3.4. Permutation Algorithms
  • 3.5. Other Control Criteria
  • Notes
  • 4. False Discovery Rate Control
  • 4.1. True and False Discoveries
  • 4.2. Benjamini and Hochberg's FDR Control Algorithm
  • 4.3. Empirical Bayes Interpretation
  • 4.4. Is FDR Control "Hypothesis Testing"?
  • 4.5. Variations on the Benjamini-Hochberg Algorithm
  • 4.6. Fdr and Simultaneous Tests of Correlation
  • Notes
  • 5. Local False Discovery Rates
  • 5.1. Estimating the Local False Discovery Rate
  • 5.2. Poisson Regression Estimates for f(z)
  • 5.3. Inference and Local False Discovery Rates
  • 5.4. Power Diagnostics
  • Notes
  • 6. Theoretical, Permutation, and Empirical Null Distributions
  • 6.1. Four Examples
  • 6.2. Empirical Null Estimation
  • 6.3. The MLE Method for Empirical Null Estimation
  • 6.4. Why the Theoretical Null May Fail
  • 6.5. Permutation Null Distributions
  • Notes
  • 7. Estimation Accuracy
  • 7.1. Exact Covariance Formulas
  • 7.2. Rms Approximations
  • 7.3. Accuracy Calculations for General Statistics
  • 7.4. The Non-Null Distribution of z-Values
  • 7.5. Bootstrap Methods
  • Notes
  • 8. Correlation Questions
  • 8.1. Row and Column Correlations
  • 8.2. Estimating the Root Mean Square Correlation
  • 8.3. Are a Set of Microarrays Independent of Each Other?
  • 8.4. Multivariate Normal Calculations
  • 8.5. Count Correlations
  • Notes
  • 9. Sets of Cases (Enrichment)
  • 9.1. Randomization and Permutation
  • 9.2. Efficient Choice of a Scoring Function
  • 9.3. A Correlation Model
  • 9.4. Local Averaging
  • Notes
  • 10. Combination, Relevance, and Comparability
  • 10.1. The Multi-Class Model
  • 10.2. Small Subclasses and Enrichment
  • 10.3. Relevance
  • 10.4. Are Separate Analyses Legitimate?
  • 10.5. Comparability
  • Notes
  • 11. Prediction and Effect Size Estimation
  • 11.1. A Simple Model
  • 11.2. Bayes and Empirical Bayes Prediction Rules
  • 11.3. Prediction and Local False Discovery Rates
  • 11.4. Effect Size Estimation
  • 11.5. The Missing Species Problem
  • Notes
  • Appendix A. Exponential Families
  • A.1. Multiparameter Exponential Families
  • A.2. Lindsey's Method
  • Appendix B. Data Sets and Programs
  • References
  • Index