Bagging multiple comparisons from microarray data

The problem of large-scale simultaneous hypothesis testing is re-visited. Bagging and subagging procedures are put forth with the purpose of improving the discovery power of the tests. The procedures are implemented in both simulated and real data. It is shown that bagging and subagging significantly improve power at the cost of a small increase in false discovery rate with the proposed `maximum contrast' subagging having an edge over bagging, i.e., yielding similar power but significantly smaller false discovery rates.