A Sequential Computation Algorithm For Bayesian Multiple Testing
A Demo code with simulated data，written in MatLab R2015a
Version 1.0, Feb 1, 2017 Copyright (c) 2017 by Bin Liu (Email: [email protected]. Personal Website:https://www.researchgate.net/profile/Bin_Liu49 ).
Main function: main_SMC.m - An ad hoc designed SMC algorithm for Bayesian multiple testing.
Data files: data_simulated.mat - Example data z (test statistics) and X (covariates)
We have a paper describing the algorithm in details with its application for neural interaction detection with real data analysis.
@inproceedings{liu2018sequential,
title={Sequential Monte Carlo Method for Bayesian Multiple Testing of Pairwise Interactions among Large Number of Neurons},
author={Liu, Bin and Vinci, Giuseppe and Snyder, Adam C and Kass, Robert E},
booktitle={2018 14th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery (ICNC-FSKD)},
pages={1115--1121},
year={2018},
organization={IEEE} }
If you use the code in your work, please cite the above paper.
Good luck!
Bin