Corpus ID: 170079085

ADDIS: an adaptive discarding algorithm for online FDR control with conservative nulls

@inproceedings{Tian2019ADDISAA,
  title={ADDIS: an adaptive discarding algorithm for online FDR control with conservative nulls},
  author={Jinjin Tian and Aaditya Ramdas},
  booktitle={NeurIPS},
  year={2019}
}
  • Jinjin Tian, Aaditya Ramdas
  • Published in NeurIPS 2019
  • Mathematics, Computer Science
  • Major internet companies routinely perform tens of thousands of A/B tests each year. Such large-scale sequential experimentation has resulted in a recent spurt of new algorithms that can provably control the false discovery rate (FDR) in a fully online fashion. However, current state-of-the-art adaptive algorithms can suffer from a significant loss in power if null p-values are conservative (stochastically larger than the uniform distribution), a situation that occurs frequently in practice. In… CONTINUE READING

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