• Corpus ID: 239009481

SAFFRON and LORD Ensure Online Control of the False Discovery Rate Under Positive Dependence

@inproceedings{Fisher2021SAFFRONAL,
  title={SAFFRON and LORD Ensure Online Control of the False Discovery Rate Under Positive Dependence},
  author={Aaron J. Fisher},
  year={2021}
}
Online testing procedures assume that hypotheses are observed in sequence, and allow the significance thresholds for upcoming tests to depend on the test statistics observed so far. Some of the most popular online methods include alpha investing, LORD++ (hereafter, LORD), and SAFFRON. These three methods have been shown to provide online control of the “modified” false discovery rate (mFDR). However, to our knowledge, they have only been shown to control the traditional false discovery rate… 

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References

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TLDR
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