论文标题
部分可观测时空混沌系统的无模型预测
Flexible control of the median of the false discovery proportion
论文作者
论文摘要
储层计算是预测湍流的有力工具，其简单的架构具有处理大型系统的计算效率。然而，其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间，然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用，该系统模拟了湍流的若干特征。我们表明，使用径向基函数作为非线性投影器，即使只有部分观测并且不知道控制方程，也能稳健地捕捉复杂的系统非线性。最后，我们表明，当测量稀疏、不完整且带有噪声，甚至控制方程变得不准确时，我们的网络仍然可以产生相当准确的预测，从而为实际湍流系统的无模型预测铺平了道路。
We introduce a multiple testing procedure that controls the median of the proportion of false discoveries (FDP) in a flexible way. The procedure only requires a vector of p-values as input and is comparable to the Benjamini-Hochberg method, which controls the mean of the FDP. Our method allows freely choosing one or several values of alpha after seeing the data -- unlike Benjamini-Hochberg, which can be very liberal when alpha is chosen post hoc. We prove these claims and illustrate them with simulations. Our procedure is inspired by a popular estimator of the total number of true hypotheses. We adapt this estimator to provide simultaneously median unbiased estimators of the FDP, valid for finite samples. This simultaneity allows for the claimed flexibility. Our approach does not assume independence. The time complexity of our method is linear in the number of hypotheses, after sorting the p-values.
