W
Weijie Gu
Researcher at Princeton University
Publications - 3
Citations - 375
Weijie Gu is an academic researcher from Princeton University. The author has contributed to research in topics: Multiple comparisons problem & Statistical hypothesis testing. The author has an hindex of 3, co-authored 3 publications receiving 347 citations.
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Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
Jianqing Fan,Xu Han,Weijie Gu +2 more
TL;DR: In this article, a principal factor approximation (PFA) based method was proposed to solve the problem of false discovery control in large-scale multiple hypothesis testing, where a common threshold is used and a consistent estimate of realized FDP is provided.
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Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
Jianqing Fan,Xu Han,Weijie Gu +2 more
TL;DR: An approximate expression for false discovery proportion (FDP) in large-scale multiple testing when a common threshold is used and a consistent estimate of realized FDP is provided, which has important applications in controlling false discovery rate and FDP.
Posted Content
Control of the False Discovery Rate Under Arbitrary Covariance Dependence
Xu Han,Weijie Gu,Jianqing Fan +2 more
TL;DR: This paper derives the theoretical distribution for false discovery proportion (FDP) in large scale multiple testing when a common threshold is used and provides a consistent FDP, and proposes a new methodology based on principal factor approximation, which successfully substracts the common dependence and weakens signicantly the correlation structure.