Multiple comparisons problem

最新推荐文章于 2021-03-27 19:39:02 发布
最新推荐文章于 2021-03-27 19:39:02 发布
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分类专栏： DataMining & MachineLearning

维基百科

多重比较谬误（Multiple Comparisons
Fallacy），是一种概率谬误，系指广泛比较二个不同群体的所有差异，从中找出具有差异的特征，然后宣称它就是造成二个群体不同的原因。

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作者：stevenliuyi
链接：https://www.zhihu.com/question/21232840/answer/17951143
假设有某甲在猜硬币玩，连猜五次后我们发现他次次都猜中。于是我们认为他在做假，因为如果他没做假的话，连续猜对五次的概率只有1/32=0.03125，小于我们预先定义的小概率（比如说0.05）。（如果知道什么是p值的话，这里我们定义的零假设H0为某甲没有做假，p=0.03125表示我们拒绝H0只有约3%的犯错几率。如果不知道什么是p值的话也没关系，在这里并不重要）上面这个判断没有问题，但如果涉及到多重比较（multiple comparison）的话就不一样了。前面的例子只用了一枚硬币，而这次我们改用100枚不同颜色的硬币（这就是所谓的多重比较），有红色硬币、黄色硬币、绿色硬币、粉色硬币、紫色硬币等等。实验中，我们让某甲每枚硬币各猜五次，然后我们发现，在猜其他颜色的硬币时某甲都有猜错，但在猜绿色硬币时他连猜五次都猜对了。那么，我们是不是能像前面一样，认为他虽然在猜其他硬币时没做假，但在猜绿色硬币时做假了呢？简单计算一下就可以发现，当我们用100枚硬币做实验时，出现一枚或以上硬币五次都猜对的概率为1-(1-1/32)^100 = 0.958。显然，这时我们就不能再说某甲在猜绿色硬币时做假了，即便单就那一枚绿色硬币来说，连续猜对五次的概率还是只有0.03125。避免此问题的方法包括控制 FWER（Familywise error rate）、FDR（False discovery rate）等。最简单的控制FWER的方法是Bonferroni校正，是指p值应该除以比较的次数，在上面的例子中为100。其他的方法这里我就不赘述了，有兴感的可以去参考相应的维基百科条目。

更详细见英文维基百科
https://en.wikipedia.org/wiki/Multiple_comparisons_problem#Methods

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专栏目录
Multiple comparison
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Introduction      在做多重比较（multiple comparison）时，由于要在同一个数据集上检验多个结论，会导致犯第一类错误的概率大大增加。假设只做一次检验时的显著性水平为0.05，即接受备择假设的允许犯错概率为5%，那么保留原假设的犯错概率就是95%. 如果在同一个数据集上做了n次独立检验，那么n次都不犯第一类错误的概率是（0.95）^n，于是这n次中至少有一次犯了第一
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高清非扫描，是文档类的PDF版本，下面附上书的目录 作者: Richard Hartley / Andrew Zisserman 出版社: Cambridge University Press 出版年: 2004-4-19 页数: 670 定价: USD 139.00 1 Introduction – a Tour of Multiple View Geometry 1 1.1 Introduction – the ubiquitous projective geometry 1 1.2 Camera projections 6 1.3 Reconstruction from more than one view 10 1.4 Three-view geometry 12 1.5 Four view geometry and n-view reconstruction 13 1.6 Transfer 14 1.7 Euclidean reconstruction 16 1.8 Auto-calibration 17 1.9 The reward I : 3D graphical models 18 1.10 The reward II: video augmentation 19 PART 0: The Background: Projective Geometry, Transformations and Estimation 23 Outline 24 2 Projective Geometry and Transformations of 2D 25 2.1 Planar geometry 25 2.2 The 2D projective plane 26 2.3 Projective transformations 32 2.4 A hierarchy of transformations 37 2.5 The projective geometry of 1D 44 2.6 Topology of the projective plane 46 2.7 Recovery of affine and metric properties from images 47 2.8 More properties of conics 58 2.9 Fixed 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