DSI/Statistics Colloquium: Nikolaos Ignatiadis (UChicago)

Abstract: Many large-scale multiple testing problems in high-throughput biology involve thousands of units (e.g., genes or proteins) but only a small number of replicates per unit. A key observation in the microarray literature around the turn of the century was that standard t-tests may be nearly powerless in this setting. This motivated the development of methods such as the B-statistic (Lönnstedt and Speed, 2002), Significance Analysis of Microarrays (SAM; Tusher, Tibshirani and Chu, 2001), and limma (Smyth, 2004), which borrow information across units.

We study this type of borrowing across units through the lens of compound p-values. Unlike bona fide p-values, compound p-values need not be valid for each hypothesis separately, but instead satisfy an average superuniformity property across the null hypotheses. We first explain how compound p-values arise both from a nonparametric version of limma and from SAM. We then use the compound p-value perspective to construct a procedure that achieves the asymptotic power of the oracle Bayes rule in a sparse regime under the hierarchical model underlying the B-statistic and provides finite-sample frequentist control of the false discovery rate without requiring this hierarchical model to hold.

Bio: Nikolaos (Nikos) Ignatiadis is an Assistant Professor in the Statistics Department and Data Science Institute at UChicago. He is interested in empirical Bayes methods, causal inference, multiple testing and statistical analysis in the presence of contextual side information, and his research often draws upon nonparametrics and convex optimization.

Previously, Ignatiadis was a postdoctoral research scientist at Columbia Statistics. He received his PhD in Stanford’s Statistics department in the summer of 2022, advised by Stefan Wager. Nikos received degrees in Mathematics (BSc), Molecular Biotechnology (BSc) and Scientific Computing (MSc) at the University of Heidelberg in Germany. There, he worked with Wolfgang Huber at the European Molecular Biology Laboratory.

He is an associate editor for Biometrika and a co-organizer of the International Seminar on Selective Inference (with Will Fithian, Jelle Goeman, Lihua Lei, and Zhimei Ren). His research is partially supported by the NSF CAREER Award.