An Empirical Bayes Optimal Discovery Procedure Based on Semiparametric Hierarchical Mixture Models

Multiple testing has been widely adopted for genome-wide studies such as microarray experiments. For effective gene selection in these genome-wide studies, the optimal discovery procedure (ODP), which maximizes the number of expected true positives for each fixed number of expected false positives, was developed as a multiple testing extension of the most powerful test for a single hypothesis by Storey (Journal of the Royal Statistical Society, Series B, vol. 69, no. 3, pp. 347–368, 2007). In this paper, we develop an empirical Bayes method for implementing the ODP based on a semiparametric hierarchical mixture model using the “smoothing-by-roughening" approach. Under the semiparametric hierarchical mixture model, (i) the prior distribution can be modeled flexibly, (ii) the ODP test statistic and the posterior distribution are analytically tractable, and (iii) computations are easy to implement. In addition, we provide a significance rule based on the false discovery rate (FDR) in the empirical Bayes framework. Applications to two clinical studies are presented.