EconPapers    
Economics at your fingertips  
 

False Discovery Rate Regression: An Application to Neural Synchrony Detection in Primary Visual Cortex

James G. Scott, Ryan C. Kelly, Matthew A. Smith, Pengcheng Zhou and Robert E. Kass

Journal of the American Statistical Association, 2015, vol. 110, issue 510, 459-471

Abstract: This article introduces false discovery rate regression, a method for incorporating covariate information into large-scale multiple-testing problems. FDR regression estimates a relationship between test-level covariates and the prior probability that a given observation is a signal. It then uses this estimated relationship to inform the outcome of each test in a way that controls the overall false discovery rate at a prespecified level. This poses many subtle issues at the interface between inference and computation, and we investigate several variations of the overall approach. Simulation evidence suggests that: (1) when covariate effects are present, FDR regression improves power for a fixed false-discovery rate; and (2) when covariate effects are absent, the method is robust, in the sense that it does not lead to inflated error rates. We apply the method to neural recordings from primary visual cortex. The goal is to detect pairs of neurons that exhibit fine-time-scale interactions, in the sense that they fire together more often than expected due to chance. Our method detects roughly 50% more synchronous pairs versus a standard FDR-controlling analysis. The companion R package FDRreg implements all methods described in the article. Supplementary materials for this article are available online.

Date: 2015
References: View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://hdl.handle.net/10.1080/01621459.2014.990973 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:jnlasa:v:110:y:2015:i:510:p:459-471

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/UASA20

DOI: 10.1080/01621459.2014.990973

Access Statistics for this article

Journal of the American Statistical Association is currently edited by Xuming He, Jun Liu, Joseph Ibrahim and Alyson Wilson

More articles in Journal of the American Statistical Association from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:jnlasa:v:110:y:2015:i:510:p:459-471