Multiplicity-calibrated Bayesian hypothesis tests.

Abstract excerpt

When testing multiple hypotheses simultaneously, there is a need to adjust the levels of the individual tests to effect control of the family-wise error rate (FWER). Standard frequentist adjustments control the error rate but are typically both conservative and oblivious to prior information. We propose a Bayesian testing approach-multiplicity-calibrated Bayesian hypothesis testing-that sets individual critical...

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