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Националния семинар по стохастика

ще се проведе на 4 юни 2024 г. (сряда) от 14:00 часа в зала 503 на ИМИ – БАН.

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Comparison of parameter estimation methods for a Beta-Uniform mixture model

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Николай И. Николов (ИМИ-БАН).

Абстракт. The Benjamini-Hochberg (B-H) method is a procedure for controlling the false discovery rate in the problem of multiple comparisons and is one of the most cited scientific works. In this talk, a Beta-Uniform mixture is considered for approximating the distribution of the p-values before the B-H adjustment. Expectation-maximization algorithms are derived for finding the maximum-likelihood and the maximum product of spacings estimations of the parameters in the suggested model. In addition, the method of moments is also applied for estimating the unknown parameters. The bias and mean squared error of the proposed estimation procedures are compared via numerical simulations. The talk is based on a joint work with Dean Palejev (Bulgarian Academy of Sciences, Sofia University).