Title: Change-point methods for estimating the proportion of alternative hypotheses
Authors: Anica Kostic - London School of Economics and Political Science (United Kingdom) [presenting]
Piotr Fryzlewicz - London School of Economics (United Kingdom)
Abstract: The problem of estimating the number of alternative hypotheses among a large number of independently tested hypotheses is considered. The method utilizes the idea of separating small, possibly alternative p-values, from the null p-values, by estimating the change-point location in the sequence of sorted p-values. This can be applied to the problem of fitting a high-dimensional mean-shift model with aligned change-points, specifically for estimating the proportion of components that have changed at a given time. We illustrate the use of this method on DNA copy number variants data to describe the extent of abnormal numbers of copies across the population.