False Discovery Control for Random Fields

Abstract

This article extends false discovery rates to random fields, for which there are uncountably many hypothesis tests. We develop a method for finding regions in the field's domain where there is a significant signal while controlling either the proportion of area or the proportion of clusters in which false rejections occur. The method produces confidence envelopes for the proportion of false discoveries as a function of the rejection threshold. From the confidence envelopes, we derive threshold procedures to control either the mean or the specified tail probabilities of the false discovery proportion. An essential ingredient of this construnction is a new algorithm to compute a confidence superset for the set of all true-null locations. We demonstrate our method with applications to scan statistics and functional neuroimaging.