Empirical Bayes large-scale multiple testing for high-dimensional sparse binary sequences

This paper investigates the multiple testing problem for high-dimensional sparse binary sequences, motivated by the crowdsourcing problem in machine learning. We study the empirical Bayes approach for multiple testing on the high-dimensional Bernoulli model with a conjugate spike and uniform slab prior. We first show that the hard thresholding rule deduced from the posterior distribution is suboptimal. Consequently, the $\ell$-value procedure constructed using this posterior tends to be overly conservative in estimating the false discovery rate (FDR). We then propose two new procedures based on $\adj\ell$-values and $q$-values to correct this issue. Sharp frequentist theoretical results are obtained, demonstrating that both procedures can effectively control the FDR under sparsity. Numerical experiments are conducted to validate our theory in finite samples. To our best knowledge, this work provides the first uniform FDR control result in multiple testing for high-dimensional sparse binary data.Comment: 87 pages, 7 figure