Mathematics – Statistics Theory
Scientific paper
2012-03-14
Annals of Statistics 2011, Vol. 39, No. 6, 3290-3319
Mathematics
Statistics Theory
Published in at http://dx.doi.org/10.1214/11-AOS943 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Scientific paper
10.1214/11-AOS943
A topological multiple testing scheme for one-dimensional domains is proposed where, rather than testing every spatial or temporal location for the presence of a signal, tests are performed only at the local maxima of the smoothed observed sequence. Assuming unimodal true peaks with finite support and Gaussian stationary ergodic noise, it is shown that the algorithm with Bonferroni or Benjamini--Hochberg correction provides asymptotic strong control of the family wise error rate and false discovery rate, and is power consistent, as the search space and the signal strength get large, where the search space may grow exponentially faster than the signal strength. Simulations show that error levels are maintained for nonasymptotic conditions, and that power is maximized when the smoothing kernel is close in shape and bandwidth to the signal peaks, akin to the matched filter theorem in signal processing. The methods are illustrated in an analysis of electrical recordings of neuronal cell activity.
Adler Robert J.
Gavrilov Yulia
Schwartzman Armin
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