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N. Bochkina, S. Richardson, Tail Posterior Probability for Inference in Pairwise and Multiclass Gene Expression Data, Biometrics, Volume 63, Issue 4, December 2007, Pages 1117–1125, https://doi.org/10.1111/j.1541-0420.2007.00807.x
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Summary
We consider the problem of identifying differentially expressed genes in microarray data in a Bayesian framework with a noninformative prior distribution on the parameter quantifying differential expression. We introduce a new rule, tail posterior probability, based on the posterior distribution of the standardized difference, to identify genes differentially expressed between two conditions, and we derive a frequentist estimator of the false discovery rate associated with this rule. We compare it to other Bayesian rules in the considered settings. We show how the tail posterior probability can be extended to testing a compound null hypothesis against a class of specific alternatives in multiclass data.