Power, false discovery rate (FDR), and computation time (in sec) of oracle local false discovery rate (locFDR) (|$\text{Optimal}(T_K)$|) and locFDR|$_N$| (|$T_0,T_1,T_2,T_3,T_4,T_5$|). The data was generated with a block diagonal covariance with block size 7, and each block has equicorrelated covariance with correlation |$\rho , K=700,b=0,\tau = \sqrt{2.5},\pi = 0.3$|. Based on 1000 data generation. In bold, the most powerful procedure.
Method . | |$\boldsymbol{T}_0$|-rule . | |$\boldsymbol{T}_1$|-rule . | |$\boldsymbol{T}_2$|-rule . | |$\boldsymbol{T}_3$|-rule . | |$\boldsymbol{T}_4$|-rule . | |$\boldsymbol{T}_5$|-rule . | Optimal(|$\boldsymbol{T}_K$|)-rule . |
---|---|---|---|---|---|---|---|
Parameters | |$\rho = 0.3$| | ||||||
mFDR | 0.0493 | 0.0494 | 0.0491 | 0.0498 | 0.0498 | 0.0496 | 0.0501 |
s.e.(mFDR) | 0.0015 | 0.0014 | 0.0013 | 0.0013 | 0.0013 | 0.0012 | 0.0013 |
FDR | 0.0494 | 0.0496 | 0.0491 | 0.0500 | 0.0502 | 0.0498 | 0.0503 |
s.e.(FDR) | 0.0015 | 0.0014 | 0.0013 | 0.0013 | 0.0013 | 0.0012 | 0.0012 |
TP | 21.8 | 25.5 | 27.5 | 28.7 | 29.4 | 29.9 | 30.1 |
s.e.(TP) | 0.1511 | 0.1587 | 0.1647 | 0.1658 | 0.1708 | 0.1695 | 0.1718 |
Cmputation (in s) | 0.2257 | 0.6942 | 2.6074 | 15.3609 | 90.2856 | 374.4175 | 14.0325 |
s.e.(Computation) | 0.0014 | 0.0050 | 0.0160 | 0.2818 | 0.9156 | 1.5941 | 0.1121 |
Parameters | |$\rho = 0.5$| | ||||||
mFDR | 0.0504 | 0.0499 | 0.0499 | 0.0495 | 0.0497 | 0.0501 | 0.0495 |
s.e.(mFDR) | 0.0016 | 0.0012 | 0.0012 | 0.0011 | 0.0010 | 0.0010 | 0.0010 |
FDR | 0.0499 | 0.0498 | 0.0497 | 0.0495 | 0.0498 | 0.0502 | 0.0496 |
s.e.(FDR) | 0.0016 | 0.0012 | 0.0011 | 0.0011 | 0.0011 | 0.0010 | 0.0010 |
TP | 21.8 | 32.5 | 37.6 | 40.5 | 42.1 | 43.1 | 43.5 |
s.e.(TP) | 0.1530 | 0.1724 | 0.1843 | 0.1930 | 0.1944 | 0.1995 | 0.2000 |
Cmputation (in s) | 0.2269 | 0.6879 | 2.5974 | 15.0927 | 91.5824 | 375.0319 | 13.9282 |
s.e.(Computation) | 0.0014 | 0.0048 | 0.0152 | 0.3591 | 0.9558 | 1.5692 | 0.0950 |
Parameters | |$\rho = 0.7$| | ||||||
mFDR | 0.0498 | 0.0497 | 0.0488 | 0.0485 | 0.0497 | 0.0493 | 0.0492 |
s.e.(mFDR) | 0.0018 | 0.0010 | 0.0009 | 0.0009 | 0.0008 | 0.0008 | 0.0008 |
FDR | 0.0479 | 0.0497 | 0.0488 | 0.0484 | 0.0497 | 0.0494 | 0.0492 |
s.e.(FDR) | 0.0018 | 0.0010 | 0.0009 | 0.0009 | 0.0008 | 0.0008 | 0.0008 |
TP | 21.8 | 46.0 | 56.9 | 62.3 | 65.3 | 67.0 | 67.7 |
s.e.(TP) | 0.1524 | 0.2069 | 0.2248 | 0.2336 | 0.2347 | 0.2387 | 0.2401 |
Cmputation (in s) | 0.2265 | 0.6858 | 2.5797 | 14.5598 | 89.7155 | 371.0658 | 13.7856 |
s.e.(Computation) | 0.0014 | 0.0048 | 0.0160 | 0.2158 | 0.9357 | 1.6502 | 0.1015 |
Method . | |$\boldsymbol{T}_0$|-rule . | |$\boldsymbol{T}_1$|-rule . | |$\boldsymbol{T}_2$|-rule . | |$\boldsymbol{T}_3$|-rule . | |$\boldsymbol{T}_4$|-rule . | |$\boldsymbol{T}_5$|-rule . | Optimal(|$\boldsymbol{T}_K$|)-rule . |
---|---|---|---|---|---|---|---|
Parameters | |$\rho = 0.3$| | ||||||
mFDR | 0.0493 | 0.0494 | 0.0491 | 0.0498 | 0.0498 | 0.0496 | 0.0501 |
s.e.(mFDR) | 0.0015 | 0.0014 | 0.0013 | 0.0013 | 0.0013 | 0.0012 | 0.0013 |
FDR | 0.0494 | 0.0496 | 0.0491 | 0.0500 | 0.0502 | 0.0498 | 0.0503 |
s.e.(FDR) | 0.0015 | 0.0014 | 0.0013 | 0.0013 | 0.0013 | 0.0012 | 0.0012 |
TP | 21.8 | 25.5 | 27.5 | 28.7 | 29.4 | 29.9 | 30.1 |
s.e.(TP) | 0.1511 | 0.1587 | 0.1647 | 0.1658 | 0.1708 | 0.1695 | 0.1718 |
Cmputation (in s) | 0.2257 | 0.6942 | 2.6074 | 15.3609 | 90.2856 | 374.4175 | 14.0325 |
s.e.(Computation) | 0.0014 | 0.0050 | 0.0160 | 0.2818 | 0.9156 | 1.5941 | 0.1121 |
Parameters | |$\rho = 0.5$| | ||||||
mFDR | 0.0504 | 0.0499 | 0.0499 | 0.0495 | 0.0497 | 0.0501 | 0.0495 |
s.e.(mFDR) | 0.0016 | 0.0012 | 0.0012 | 0.0011 | 0.0010 | 0.0010 | 0.0010 |
FDR | 0.0499 | 0.0498 | 0.0497 | 0.0495 | 0.0498 | 0.0502 | 0.0496 |
s.e.(FDR) | 0.0016 | 0.0012 | 0.0011 | 0.0011 | 0.0011 | 0.0010 | 0.0010 |
TP | 21.8 | 32.5 | 37.6 | 40.5 | 42.1 | 43.1 | 43.5 |
s.e.(TP) | 0.1530 | 0.1724 | 0.1843 | 0.1930 | 0.1944 | 0.1995 | 0.2000 |
Cmputation (in s) | 0.2269 | 0.6879 | 2.5974 | 15.0927 | 91.5824 | 375.0319 | 13.9282 |
s.e.(Computation) | 0.0014 | 0.0048 | 0.0152 | 0.3591 | 0.9558 | 1.5692 | 0.0950 |
Parameters | |$\rho = 0.7$| | ||||||
mFDR | 0.0498 | 0.0497 | 0.0488 | 0.0485 | 0.0497 | 0.0493 | 0.0492 |
s.e.(mFDR) | 0.0018 | 0.0010 | 0.0009 | 0.0009 | 0.0008 | 0.0008 | 0.0008 |
FDR | 0.0479 | 0.0497 | 0.0488 | 0.0484 | 0.0497 | 0.0494 | 0.0492 |
s.e.(FDR) | 0.0018 | 0.0010 | 0.0009 | 0.0009 | 0.0008 | 0.0008 | 0.0008 |
TP | 21.8 | 46.0 | 56.9 | 62.3 | 65.3 | 67.0 | 67.7 |
s.e.(TP) | 0.1524 | 0.2069 | 0.2248 | 0.2336 | 0.2347 | 0.2387 | 0.2401 |
Cmputation (in s) | 0.2265 | 0.6858 | 2.5797 | 14.5598 | 89.7155 | 371.0658 | 13.7856 |
s.e.(Computation) | 0.0014 | 0.0048 | 0.0160 | 0.2158 | 0.9357 | 1.6502 | 0.1015 |
Power, false discovery rate (FDR), and computation time (in sec) of oracle local false discovery rate (locFDR) (|$\text{Optimal}(T_K)$|) and locFDR|$_N$| (|$T_0,T_1,T_2,T_3,T_4,T_5$|). The data was generated with a block diagonal covariance with block size 7, and each block has equicorrelated covariance with correlation |$\rho , K=700,b=0,\tau = \sqrt{2.5},\pi = 0.3$|. Based on 1000 data generation. In bold, the most powerful procedure.
Method . | |$\boldsymbol{T}_0$|-rule . | |$\boldsymbol{T}_1$|-rule . | |$\boldsymbol{T}_2$|-rule . | |$\boldsymbol{T}_3$|-rule . | |$\boldsymbol{T}_4$|-rule . | |$\boldsymbol{T}_5$|-rule . | Optimal(|$\boldsymbol{T}_K$|)-rule . |
---|---|---|---|---|---|---|---|
Parameters | |$\rho = 0.3$| | ||||||
mFDR | 0.0493 | 0.0494 | 0.0491 | 0.0498 | 0.0498 | 0.0496 | 0.0501 |
s.e.(mFDR) | 0.0015 | 0.0014 | 0.0013 | 0.0013 | 0.0013 | 0.0012 | 0.0013 |
FDR | 0.0494 | 0.0496 | 0.0491 | 0.0500 | 0.0502 | 0.0498 | 0.0503 |
s.e.(FDR) | 0.0015 | 0.0014 | 0.0013 | 0.0013 | 0.0013 | 0.0012 | 0.0012 |
TP | 21.8 | 25.5 | 27.5 | 28.7 | 29.4 | 29.9 | 30.1 |
s.e.(TP) | 0.1511 | 0.1587 | 0.1647 | 0.1658 | 0.1708 | 0.1695 | 0.1718 |
Cmputation (in s) | 0.2257 | 0.6942 | 2.6074 | 15.3609 | 90.2856 | 374.4175 | 14.0325 |
s.e.(Computation) | 0.0014 | 0.0050 | 0.0160 | 0.2818 | 0.9156 | 1.5941 | 0.1121 |
Parameters | |$\rho = 0.5$| | ||||||
mFDR | 0.0504 | 0.0499 | 0.0499 | 0.0495 | 0.0497 | 0.0501 | 0.0495 |
s.e.(mFDR) | 0.0016 | 0.0012 | 0.0012 | 0.0011 | 0.0010 | 0.0010 | 0.0010 |
FDR | 0.0499 | 0.0498 | 0.0497 | 0.0495 | 0.0498 | 0.0502 | 0.0496 |
s.e.(FDR) | 0.0016 | 0.0012 | 0.0011 | 0.0011 | 0.0011 | 0.0010 | 0.0010 |
TP | 21.8 | 32.5 | 37.6 | 40.5 | 42.1 | 43.1 | 43.5 |
s.e.(TP) | 0.1530 | 0.1724 | 0.1843 | 0.1930 | 0.1944 | 0.1995 | 0.2000 |
Cmputation (in s) | 0.2269 | 0.6879 | 2.5974 | 15.0927 | 91.5824 | 375.0319 | 13.9282 |
s.e.(Computation) | 0.0014 | 0.0048 | 0.0152 | 0.3591 | 0.9558 | 1.5692 | 0.0950 |
Parameters | |$\rho = 0.7$| | ||||||
mFDR | 0.0498 | 0.0497 | 0.0488 | 0.0485 | 0.0497 | 0.0493 | 0.0492 |
s.e.(mFDR) | 0.0018 | 0.0010 | 0.0009 | 0.0009 | 0.0008 | 0.0008 | 0.0008 |
FDR | 0.0479 | 0.0497 | 0.0488 | 0.0484 | 0.0497 | 0.0494 | 0.0492 |
s.e.(FDR) | 0.0018 | 0.0010 | 0.0009 | 0.0009 | 0.0008 | 0.0008 | 0.0008 |
TP | 21.8 | 46.0 | 56.9 | 62.3 | 65.3 | 67.0 | 67.7 |
s.e.(TP) | 0.1524 | 0.2069 | 0.2248 | 0.2336 | 0.2347 | 0.2387 | 0.2401 |
Cmputation (in s) | 0.2265 | 0.6858 | 2.5797 | 14.5598 | 89.7155 | 371.0658 | 13.7856 |
s.e.(Computation) | 0.0014 | 0.0048 | 0.0160 | 0.2158 | 0.9357 | 1.6502 | 0.1015 |
Method . | |$\boldsymbol{T}_0$|-rule . | |$\boldsymbol{T}_1$|-rule . | |$\boldsymbol{T}_2$|-rule . | |$\boldsymbol{T}_3$|-rule . | |$\boldsymbol{T}_4$|-rule . | |$\boldsymbol{T}_5$|-rule . | Optimal(|$\boldsymbol{T}_K$|)-rule . |
---|---|---|---|---|---|---|---|
Parameters | |$\rho = 0.3$| | ||||||
mFDR | 0.0493 | 0.0494 | 0.0491 | 0.0498 | 0.0498 | 0.0496 | 0.0501 |
s.e.(mFDR) | 0.0015 | 0.0014 | 0.0013 | 0.0013 | 0.0013 | 0.0012 | 0.0013 |
FDR | 0.0494 | 0.0496 | 0.0491 | 0.0500 | 0.0502 | 0.0498 | 0.0503 |
s.e.(FDR) | 0.0015 | 0.0014 | 0.0013 | 0.0013 | 0.0013 | 0.0012 | 0.0012 |
TP | 21.8 | 25.5 | 27.5 | 28.7 | 29.4 | 29.9 | 30.1 |
s.e.(TP) | 0.1511 | 0.1587 | 0.1647 | 0.1658 | 0.1708 | 0.1695 | 0.1718 |
Cmputation (in s) | 0.2257 | 0.6942 | 2.6074 | 15.3609 | 90.2856 | 374.4175 | 14.0325 |
s.e.(Computation) | 0.0014 | 0.0050 | 0.0160 | 0.2818 | 0.9156 | 1.5941 | 0.1121 |
Parameters | |$\rho = 0.5$| | ||||||
mFDR | 0.0504 | 0.0499 | 0.0499 | 0.0495 | 0.0497 | 0.0501 | 0.0495 |
s.e.(mFDR) | 0.0016 | 0.0012 | 0.0012 | 0.0011 | 0.0010 | 0.0010 | 0.0010 |
FDR | 0.0499 | 0.0498 | 0.0497 | 0.0495 | 0.0498 | 0.0502 | 0.0496 |
s.e.(FDR) | 0.0016 | 0.0012 | 0.0011 | 0.0011 | 0.0011 | 0.0010 | 0.0010 |
TP | 21.8 | 32.5 | 37.6 | 40.5 | 42.1 | 43.1 | 43.5 |
s.e.(TP) | 0.1530 | 0.1724 | 0.1843 | 0.1930 | 0.1944 | 0.1995 | 0.2000 |
Cmputation (in s) | 0.2269 | 0.6879 | 2.5974 | 15.0927 | 91.5824 | 375.0319 | 13.9282 |
s.e.(Computation) | 0.0014 | 0.0048 | 0.0152 | 0.3591 | 0.9558 | 1.5692 | 0.0950 |
Parameters | |$\rho = 0.7$| | ||||||
mFDR | 0.0498 | 0.0497 | 0.0488 | 0.0485 | 0.0497 | 0.0493 | 0.0492 |
s.e.(mFDR) | 0.0018 | 0.0010 | 0.0009 | 0.0009 | 0.0008 | 0.0008 | 0.0008 |
FDR | 0.0479 | 0.0497 | 0.0488 | 0.0484 | 0.0497 | 0.0494 | 0.0492 |
s.e.(FDR) | 0.0018 | 0.0010 | 0.0009 | 0.0009 | 0.0008 | 0.0008 | 0.0008 |
TP | 21.8 | 46.0 | 56.9 | 62.3 | 65.3 | 67.0 | 67.7 |
s.e.(TP) | 0.1524 | 0.2069 | 0.2248 | 0.2336 | 0.2347 | 0.2387 | 0.2401 |
Cmputation (in s) | 0.2265 | 0.6858 | 2.5797 | 14.5598 | 89.7155 | 371.0658 | 13.7856 |
s.e.(Computation) | 0.0014 | 0.0048 | 0.0160 | 0.2158 | 0.9357 | 1.6502 | 0.1015 |
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