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Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics


The thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described in the thesis, however, are applicable to statistical analysis of huge datasets in general. The main results are covered in four papers.

The first paper develops novel methods to handle false rejections in High-Throughput Screening experiments where testing is done at extreme significance levels, with low degrees of freedom, and when the true null distribution may differ from the theoretical one. We introduce efficient and accurate estimators of False Discovery Rate and related quantities, and provide methods of estimation of the true null distribution resulting from data preprocessing, as well as techniques to compare it with the theoretical null distribution. Extreme Value Statistics provides a natural analysis tool: a simple polynomial model for the tail of the distribution of p-values. We exhibit the properties of the estimators of the parameters of the model, and point to model checking tools, both for independent and dependent data. The methods are tried out on two large scale genomic studies and on an fMRI brain scan experiment.

The second paper gives a strict mathematical basis for the above methods. We present asymptotic formulas for the distribution tails of, probably, the most commonly used statistical tests, under non-normality, dependence, and non-homogeneity, and derive bounds for the absolute and relative errors of the approximations.

In papers three and four we study high-level excursions of the Shepp statistic for the Wiener process and for a Gaussian random walk. The application areas include finance and insurance, and sequence alignment scoring and database searches in Bioinformatics.



  Author = {Dmitrii Zholud},
  Year = {2011},
  Title = {{E}xtreme {V}alue {A}nalysis of {H}uge {D}atasets: {T}ail {E}stimation {M}ethods in {H}igh-{T}hroughput {S}creening and {B}ioinformatics},
  School = {Gothenburg Univ. ISBN: 978-91-628-8354-6}

Update 2018


PhD Thesis. Some results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics.




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