It has been recognized that for appropriately ordered data, hidden Markov models (HMM) with local false discovery rate (FDR) control can increase the power to detect significant associations. For many high-throughput technologies, the cost still limits their application. Two-stage designs are attractive, in which a set of interesting features or biomarkers is identified in a first stage, and then followed up in a second stage. However, to our knowledge no two-stage FDR control with HMMs has been developed. In this paper, we study an efficient HMM-FDR based two-stage design, using a simple integrated analysis procedure across the stages. Numeric studies show its excellent performance when compared to available methods. A power analysis method is also proposed. We use examples from microbiome data to illustrate the methods.
Keywords: Biomarker; False discovery rates; Hidden Markov model; Metagenomics; Metatranscriptomics; PCR.