A compression algorithm for pre-simulated Monte Carlo p-value functions: Application to the ontological analysis of microarray studies
Monte Carlo simulation is frequently employed to compute p-values for test statistics with unknown null distributions. However, the computations can be exceedingly time-consuming, and, in such cases, the use of pre-computed simulations can be considered to increase speed. This approach is attractive...
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| Published in | Pattern recognition letters Vol. 29; no. 6; pp. 768 - 772 |
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| Main Author | |
| Format | Journal Article |
| Language | English |
| Published |
Amsterdam
Elsevier B.V
15.04.2008
Elsevier |
| Subjects | |
| Online Access | Get full text |
| ISSN | 0167-8655 1872-7344 |
| DOI | 10.1016/j.patrec.2007.12.007 |
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| Summary: | Monte Carlo simulation is frequently employed to compute
p-values for test statistics with unknown null distributions. However, the computations can be exceedingly time-consuming, and, in such cases, the use of pre-computed simulations can be considered to increase speed. This approach is attractive in principle, but complicated in practice because the size of the pre-computed data can be prohibitively large. We developed an algorithm for computing size-reduced representations of Monte Carlo
p-value functions. We show that, in typical settings, this algorithm reduces the size of the pre-computed data by several orders of magnitude, while bounding provably the approximation error at an explicitly controllable level. The algorithm is data-independent, fully non-parametric, and easy to implement. We exemplify its practical utility by applying it to the threshold-free ontological analysis of microarray data. The presented algorithm simplifies the use of pre-computed Monte Carlo
p-value functions in software, including specialized bioinformatics applications. |
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| ISSN: | 0167-8655 1872-7344 |
| DOI: | 10.1016/j.patrec.2007.12.007 |