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Online Local False Discovery Rate Control: A Resource Allocation Approach
Feb. 20, 2024, 5:43 a.m. | Ruicheng Ao, Hongyu Chen, David Simchi-Levi, Feng Zhu
cs.LG updates on arXiv.org arxiv.org
Abstract: We consider the problem of online local false discovery rate (FDR) control where multiple tests are conducted sequentially, with the goal of maximizing the total expected number of discoveries. We formulate the problem as an online resource allocation problem with accept/reject decisions, which from a high level can be viewed as an online knapsack problem, with the additional uncertainty of random budget replenishment. We start with general arrival distributions and propose a simple policy that …
abstract arxiv control cs.lg decisions discoveries discovery false fdr math.oc math.pr multiple rate stat.me tests total type
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