论文标题
独立和频繁信号的P值组合:渐近效率和Fisher Ensemble
On p-value combination of independent and frequent signals: asymptotic efficiency and Fisher ensemble
论文作者
论文摘要
结合P值以整合多种影响是对社会科学和生物医学研究的长期兴趣。在本文中,我们专注于重新审视与荟萃分析密切相关的经典方案,该场景结合了相对较小的(有限和固定)数量的p值,而用于生成每个P值的样本量很大(渐近地转到无限属)。我们评估了传统且最近开发的经过修改的费舍尔的方法,以研究其渐近效率和有限样本的数值性能。结果结束了Fisher和自适应加权的Fisher方法,具有不同比例的真实信号的最高性能和互补优势。最后,我们提出了一种合奏方法,即Fisher Ensemble,以使用强大的截短的Cauchy集合方法结合了两种表现最佳的Fisher相关方法。我们表明,费舍尔合奏实现了渐近巴哈杜尔的最优性,并将Fisher和自适应加权的Fisher方法的优势整合在模拟中。随后,我们将Fisher Ensemble扩展到具有强调一致性效应大小方向的功能的变体。转录组荟萃分析应用确认了理论和仿真结论,产生了有趣的生物标志物和途径发现,并展示了使用拟议的Fisher集合方法的优势和策略。
Combining p-values to integrate multiple effects is of long-standing interest in social science and biomedical research. In this paper, we focus on revisiting a classical scenario closely related to meta-analysis, which combines a relatively small (finite and fixed) number of p-values while the sample size for generating each p-value is large (asymptotically goes to infinity). We evaluate a list of traditional and recently developed modified Fisher's methods to investigate their asymptotic efficiencies and finite-sample numerical performance. The result concludes Fisher and adaptively weighted Fisher method to have top performance and complementary advantages across different proportions of true signals. Finally, we propose an ensemble method, namely Fisher ensemble, to combine the two top-performing Fisher-related methods using a robust truncated Cauchy ensemble approach. We show that Fisher ensemble achieves asymptotic Bahadur optimality and integrates the strengths of Fisher and adaptively weighted Fisher methods in simulations. We subsequently extend Fisher ensemble to a variant with emphasized power for concordant effect size directions. A transcriptomic meta-analysis application confirms the theoretical and simulation conclusions, generates intriguing biomarker and pathway findings and demonstrates strengths and strategy of using proposed Fisher ensemble methods.